I visited the Lido Beach Marine Nature Study Area as it's monarch migration time here in NYC. After a short walk I found plenty of them in the vicinity of a few butterfly bushes. In the 45 minutes I spent there I managed to tire out my hand and overheat my flash. Yes it was fun!
I was shooting with my flash on the hot shoe tilted up at 45 degrees with a diffuser. This provides nice soft light to help pop the color and fill in some shadows. The lighting varied from bright sun at high noon to light clouds (haze). Shooting in bushes it's hard to find good backgrounds so I shot mostly wide open to blur them.