Step 1. Locate a suitable patch of forest, field, or desert.
Step 2. Wait for a warm, moonless summer night.
Step 3. Using a long extension cord, plug in a blacklight. Or even better, a mercury-vapor lamp.
Step 4. Sit back and watch your prey arrive.*
*disclaimer. This technique works generally for most entomologists, but if your needs are more specific, you will wish to employ more specialized methods. Forensic entomologists prefer roadkill, for example.