How to animate/render insect wings

Any ideas how to animate/render insect wings in a convincing way?
I know this is a well known problem, but what can I do to "fix" it? Should I create more wings, and if so, how should I animate them?

Thanx,
Peter

P.s.The director likes the wings on the strange flying ball in the Quiddish game in Harry Potter - does that help?

I think basically you have to decide on an aesthetic look, then go from there. Do you want this insect to have 4 wings or 2 or 6.....Do you want those wings to be rigid, or bend and flap. After you get those answered then you can start in with the shader work....maybe using a semi-transparent phong, with an irridescent specular. Or you could get even more complicated, depending on how close the camera will be to the wings. You don't want to spend three days creating this really nice bump map, and painted texture if the wings are going to be small in the picture....or if they are going to be moving at a fast speed, then there's no reason to get terribly detailed with them. So I'd say come up with their design and movement and go from there.

Thanx for the answer, but you misunderstood me.
The problem is when I animate the wings.
I know that lots of people have had this problem before, but when you have an insect with, let's say, 2 wings (that's what I'll be having), and you animate them, and expect it to look real, then.. it doesn't.
For some reason Mental Ray (and probably a lot of other renderers) can't motionblur them correctly because of their (the wings) high speed.
Some people choose to cheat and use more wings, but still I just can't seem to make it look right. THAT'S the problem.
I had the same problem a while ago, and back then I solved it by using a grid with an animated texture on it, but that won't do this time, since it looks wrong when seen from the side.

Thanx,
Peter