Blurred Wing Tutorial, and a Cute Little Faerie
I actually revised my technique a little bit, since I sort of hosed how I did it initially and wound up losing the original hand-drawn wasp wings in an over-zealous layer merge.
I do wish Photoshop had an active blur filter preview; perhaps I just don't know about it, or there's a plugin for it?
Anyway, the tutorial is a gigantic image for proper submission to Deviantart, so if you're curious, click on the picture or link above. :)