Photo: matteo86photonature [Flickr]
Birds do it, bees do it, and the blue-tailed damselflies do it with the nimbleness of acrobats! Scienceray blog has an interesting gallery of mating insects:
The incredibly elegant creature pictured above is the Ischnura elegans or the Blue-Tailed Damselfly and is found over much of the European continent. As its English name suggests, it has a large amount of blue coloring. Its eighth segment, however, is entirely blue and it is this which gives this insect its stunning look. The female has diversified in color and can come in pale green, violet and pink.
Link - Thanks Taliesyn Jones and Jon Jason!
See also Neatorama's 30 Strangest Animal Mating Habits