How to shoot a dragonfly in flight:
1. Wear dragonfly cloths, meaning neutral colors such as gray, tan and kaki. Wearing these colors will allow you not to look like a predator to the dragonfly, who sees way better then we do. By wearing these colors you can get closer.
2. Study the habits of the dragonflies were you will be shooting them at. You will want to shoot them when they are tired and moving a hair slower. Are they way more active in the morning or afternoon? Sometimes in the afternoon they are slower because it is hotter but that is not always the case. I think it depends on the weather where you live. What area of the pond or etc. do they seem to hang out most? Dragonflies tend to go back to the same spot so once you figure where they keep returning to you can stay quietly in that spot and wait patiently.
3. Set the camera to shutter speed priority at 400-500 and f 5.6. Don't be afraid to experiment with these settings. Using the auto focus lock on the blur of the dragonfly until it focuses on it and be ready to snap when the focus is in. You can also do it manually. Sometimes the dragonflies will hover and that is an easier shot to get. They will do that right in front of you if you are in the right colors. That means the female is near and most likely laying her eggs.
5. I have never used a tripod to shoot them as I find they just move to fast and handheld works best for me. It can be different for others.
This is what my experanice has been and here are sites that can add to that.
http://www.photomigrations.com/articles/0510200.htm and this site http://creagrus.home.montereybay.com/odonates10.html
Happy dragonfly shooting...