Just an example of my current project -- a series of these butterflies. There's going to be 12 or so for the time being. I just have 4 or so to finish, but then it's a matter of figuring out the other components - the bodies for example.
My work hasn't used any real bugs, but one site I came across researching for it is this one:
http://www.insectlabstudio.com/ which is pretty neat.