JAB1,
You will want to keep the shutter above 1/1000th (or faster) to completely stop the wing action. But like other posters have commented, you'll need a faster lens and more ISO. The drawback to faster lenses is the lower DOF and more critical focussing.
Here are a couple shots I took with my 200/1.8, 1.4x and at least one (up to 3) extension tubes.
I lowered my settings in camera to f/4.5 to get some more DOF back, but it is still shallow. I was only about 8 feet away for the hummers, and the next shot of the fly was only about 4 feet way - even at f/5.6, the DOF is about the width of the fly!
These images are full frame, straight from the camera (except for web size)
http://public.fotki.com/Hammy/misc/44db5509.html
Brian.