Learning Shutter and Aperture priorties.

I'd say these are a big improvement on the last photos you uploaded, I think you're getting the right idea about depth of field and how it relates to aperture but don't forget you also need to get the focus right too (the picture of the bee has the flowers in the background as the sharpest elements).

If it were me I'd have gone for a larger aperture on the first two shots to isolate the eyes and make the background less "fidgety", and a smaller aperture on the last two to sharpen up the butterfly a bit. The closer you are to your subject the narrower the depth-of-field will be for any given aperture; hence for the macro-style insect shots you need a fairly small one to retain detail.

Keep practising and it'll all come without even having to think about it soon enough.

Hefty's got it ElRazur - the theme in this series does seem to be focusing in front of your subject. There are many choices for an autofocus (assuming that is what you've used?), both behind and in front of your subject, for it to lock onto.

With manual focus, it takes practice to do well through a standard viewfinder, but at least you can control the most minute changes to focus on your subject.

If you take up Hefty's suggestion of a wider aperture (ie, lower f number), then you're better off using manual focus to get that precisely where you want it in this style of shot.