Butterflies
Butterflies and moths are a good choice for mounting. They are large, and their patterned wings make for a beautiful and interesting display that can be used as a decoration after the science project is complete. Since butterflies and moths are relatively slow fliers, they are also easy to capture in a net. They are also easy to attract; butterflies are attracted to flowers and certain types of plants, and moths are attracted by light.
Dragonflies
Dragonflies are much faster fliers, but still large enough to be pinned easily. Since dragonflies live near water, you will need access to a pond or small lake. Dragonflies tend to patrol in specific patterns, so if you see a dragonfly fly by, position yourself and your net where you can swing at it as it passes again. Use a long handled net with a dark bag and an opening at least 18 inches in diameter. When you swing the net, try to approach the dragonfly from behind. They can easily dodge a net that is swung from the front.
Grasshoppers
Grasshoppers should be gathered in the early morning hours, when they are slow and easier to catch. Look for them in grassy areas. If you get them before they warm up, you can capture them with your hands. Later in the day, you will probably need a net. Adult grasshoppers can fly, but they are clumsy fliers. If you spot a grasshopper and it jumps, watch where it lands and try to capture it in the net.
Dobsonflies
Dobsonflies are large insects that lay their eggs in moving water. In some species, the males can reach 4 inches in length. The larva is called a hellgrammite, and is sometimes used for fishing bait. Male dobsonflies have large jaws that can give a painful pinch, but they are otherwise harmless. Dobsonflies are attracted to lights at night, so they are easy to capture with a net.