This little guy decided to join us inside at some point (in the last few days?). Well it was pretty weak and barely moving by today. We trapped it under a glass long enough for me to take a few photos then I let it go outside. With the 0˚F temperature, I'm not sure whether this was better or worse for the Yellowjacket wasp than just letting it die inside. We'll never know.
For what it's worth, here's how I took the photos. The little guy was crawling around on a piece of paper with an upside-down glass covering him. I had my trusty Canon 50D on a tripod just barely above that level with the lens about 8" away. I used my 60 mm EF-S macro lens at f/18 for a relatively large depth of field. I had a studio strobe with a soft box at 3/4 power just off my right shoulder, providing ample light for the fast shutter speed (1/125 second), small aperture (f/18), and low ISO speed (100).
The little guy was crawling around, so I waited until he was in a good position. I then focused on it, briefly tiled the glass back (for an unobstructed shot), quickly pressed the shutter, then set the glass back down (so the thing would fly away). The final images here are cropped to roughly half the width and height of the original 15 megapixel images.