… a grasshopper, perhaps a locust; how about a good sized bee?
Alll of the sudden I have this urge to know the weights of flying insects.
Paging doper entomologists…
IAAHAE (I Am A Half-Assed Entomologist). An Entomologist might want to know what kind of fly. What Kind of Dragonfly, etc.
The True Fly Order Diptera encompass an enormous variety of insects, from nearly weightless midges to breakfast sausage-size Cranefly larvae.
Even were the question limited to the common housefly, individuals will significantly differ in mass due to age, sex, etc. Furthermore, once they are dead, they will dry out drastically and change significantly in mass. Preserved specimens change in mass until the preservative evaporates.
It might be more appropriate to ask “How dense is a living fly/Dragonfly/etc.”, then you would be able to better estimate the weight of a given type of insect in relation to its apparent size. Perhaps there is a motorcyclist on the boards who has studied this subject while riding at speed and can thus answer the question more directly by telling you which hurts more at 55mph, a medium-sized June beetle, or a wicked huge housefly.
OK, how about the common Musca Domestica; live and kickin´ insects only, please. Being an aviation geek I´m interested on the take off weight of the buggs. 
Loaded or empty? And do you want us to make an allowance for the taxi?
Unladen weight, please.
African or European?
This article indicates that various dragonfly and damselfly species range from about .03 to 1.2 grams.
I would guess that the average housefly would be somewhere near the lower end of this range or smaller. A really big fat locust might weight several grams.
That´s a damn good link Colibri, it´s exactly what I was after; I´ve built a very small ornithopter (20 cm wingspan, 0.4 grams) and I wanted to compare it to insects, in respect to wingloading, airspeed and such.
That site is oozing with very interesting aerodynamics information, unfortunatelly the third page doesn´t seem to work. 