The long antennae certainly make composition difficult and so in some of the images below I resorted to chopping them off (not literally!) in order to gain a closer view. All of the images are of a male Speckled Bush Cricket.
The following 2 images were taken in natural light using a tripod and cable release:
Canon 7D with Sigma 150mm lens, f8, 1/50sec, ISO 400
Canon 7D with Sigma 150mm lens, f9, 1/100sec, ISO 400
The following images were taken using flash (handheld). They were taken on different days and are different individuals. Both seem to enjoy cleaning their feet!
Canon 60D with Canon 60mm macro lens, f13, 1/160sec, ISO 100