Bee portraits
blog.flickr.net
blog.flickr.net
Insects get their iridescence and colour by adjusting the micro-structure of their surface[1] so that it reflects light in different interference patterns - this is much energetically cheaper than synthesising the big dissociated organic ring structures that we use in pigments and dyes, and more stable (but, obviously, must be "grown" into shape rather than painted or stained).
This is also how most flowers get their colours[2].
[1] http://animal.discovery.com/insects/butterfly-colors.htm