Early morning or late evening as it's getting cooler can help - some insects rely on the warmth of the sun they are therefore less active at the begninning or end of the day. Obviously the point about casting shadows become more prominent at these times of the day.
One other piece of advice I would suggest is be careful where you sit and wait - last summer whilst capturing some close ups of grasshoppers I inadvertantly sat on an ants nest, I didn't notice at the time, being engrossed in the photography, I assumed the grass I was stting on was prickly - it wasn't until I stood up and started to walk away... I was wearing shorts at the time I hasten to add!
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