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I would echo Nikita's comments. Pinning from fresh-caught and freshly killed specimens is always the most preferable way, in my opinion. Collecting into alcohol is only done when it is absolutely necessary: 1. where the specimen was trapped into alcohol (eg. Malaise or Pan Trap); 2. a specimen is being sent in the post by someone who doesn't have pins etc; 3. or other 'exceptional circumstances'.

Under #3 I list my trip to French Guyana where I decided to catch mainly large bees & wasps and the best way to kill them was to drop them into alcohol - but even then I still got stung once! :( We were moving around the country too much to allow me to pin specimens each evening and the humidity out there would have prevented them drying anyway. So, alcohol was a good killing agent and it helped preserve & protect the specimens and store them in a relatively small space. :) But most of the resulting specimens were very hard to set because they had contracted all their muscles. Luckily for me I didn't mind that too much and I side-pinned almost everything anyway. :D

Chris R.