I often find myself in discussions over how to photograph uncooperative insects, and these invariably descend into the technique of slowing the animals by chilling. I don't approve.
Having fridged a lot of insects in the line of nature photography, my experience with chilling is largely negative. Insects out of the freezer just look... bad.
Compare the following two images, one ambient, one chilled.
Chilled insects do not behave normally. Legs and antennae contort into morbid positions, and even if chilling is mild the appendages cool before the body, leading the insect to shuffle and stumble about like a little freezer zombie. People familiar with insects can tell the difference between natural positions and freezer zombies.
Insects cooled artificially show other problems, too. A cold subject in a warm, humid room will bead up with water just as quickly as a soda can on a summer day. Not only will the animal's posture go off, condensation on the skin will reveal the trick to anyone who looks closely. And people who like insect photographs are the sort of people who look closely at fine details. They will know.
Although chilling a live insect may seem a tempting shortcut, in most cases you are better off using other, patience-based techniques, some of which I will blog presently.