I don't like the Ektachrome ISO 400 for dragonfly photography, but sometimes the light here in Sweden is just too bad. In print film I prefer Fuji Super-G, by this film the grain and the color saturation is no problem, the ISO 400 is a really good choice, and under bad light conditions even the ISO 800 works well. If you have to choose a so limited depth of field, take to get a nice background that the whole dragonfly won't be sharp, be sure to get the eyes of the insect is sharp. Naturally clean backgrounds as water surfaces, soft cliffs, sky or mud is preferable to bushes or high grass. To know what is natural, you will have to study the dragonflies before taking pictures.
Different species prefer different environment.
Other dragonflies such as some Aeshna prefer to rest on stem of a tree, the Sympetrum danae usually sits on a stone or cliff. If you use catch and stun the dragonflies before taking your pictures the most naturally-looking pictures are taken just a second before the dragonfly will fly away. Try to find some new compositions in your dragonfly pictures, after some time your dragonfly pictures will be quite dull. You probably will take all your pictures form the same angle of view, maybe you can find some new compositions by trying taking very close-up pictures of dragonfly faces, taking pictures form the underside of the dragonfly when it is sitting on a tree stem etc. You can find some of my best dragonfly and damselfly photos at Dragonfly gallery .