More on the apparently popular subject of insect sex, while googling around I found this reference to the mating rituals of dance flies.
This picture of a dance fly (also called a 'balloon fly' or a 'dagger fly') carrying a mating gift was taken by an amateur naturalist who sent it here to ask what the heck it was doing. It is a dipteran, an Empididae, and as part of their mating rituals the males capture a meal and wrap it up in silk for the females (how nice!). Then they swarm around and check each other out, and there is some speculation as to whether bigger is better or not when it comes to the silk-wrapped gift -- the bigger your gift, the better your chances of attracting a female at a distance, but also the more inhibited your mating dance is going to be as you haul the bigger balloon around.
And the kicker: some cheap flies don't even bother getting a gift, but just weave up an empty silk bubble and pass it off, the female none the wiser. Just goes to show the 'dirtbag' gene goes back pretty far in the food chain!
More from the Behavioral Ecology and Sociobiology Journal: "The evolution of empty nuptial gifts in a dance fly, Empis snoddyi (Diptera : Empididae) : bigger isn't always better":
Adaptive female choice is thought to have led to the evolution of nutritionally valuable nuptial gifts in many insect species. However, in several dance fly species, males offer and females accept empty gifts with no nutritional value. In the species studied here, Empis snoddyi Steyskal, males produce empty balloons comprised of hundreds of silk bubbles and form mating swarms that females approach to investigate males. Males within the swarm engage in agonistic interactions. The empty balloon has been hypothesized to be an indicator of male condition such that males with larger balloons are predicted to have higher mating success and be more successful in male-male interactions than males with smaller balloons. We examined the role of male body size and balloon size in the context of intersexual and intrasexual selection. We found that neither male body size nor balloon size affected the outcome of pairwise male-male interactions. Using multiple-regression techniques, we found significant linear selection for increasing male body size and decreasing balloon size associated with mating success, a surprising result given a positive relationship between male body size and balloon size. A visualization of selection showed the highest peak of male mating success for larger males with intermediate-size balloons. These results can be explained by a trade-o between long-range attraction of females using large balloons and close-range attraction of females via improved flying efficiency associated with smaller balloons. Both male body size and balloon size are important components in determining male mating success; however, the empty balloon does not appear to play a typical role as a sexually selected ornament.
More info on dance flies.
Also check out this BBC fact sheet on a variety of natural weirdness, including arctiid moths that give their females a nuptial gift of spider immunity toxin (alchemy ftw), great tit females that are more likely to cheat on their males after he biffs up a mating song, and cotton plants that send chemical SOS messages to wasps when they're bitten by caterpillars that the wasps like to eat and lay eggs in ("hey! over here!").