
Software:
*What I used
Step One - Finding A Good Texture:
I started by going out to Google Image Search - http://images.google.com
I searched for "Butterfly" and viewed the results. You want to find a picture that shows a butterfly you like with at least one wing flat facing towards you.
The Image I'm using for this tutorial is one from the National Image Library - http://images.fws.gov/
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Credit U. S. Fish and Wildlife Service
U. S. Fish and Wildlife Service/photo by Leupold, James C.
Step Two - Heightmap, Transparency and Texture:
Take your image into Photo-Paint (Or equivalent) and mask out the wing you want. Fill the mask with white. After that, invert the mask and fill with black, you should get similar result as below. Save as a second .jpg.

Step Three - Making the Wings:
Now you are ready to open up Bryce. Start by creating a symmetrical lattice and rotate it 90 degrees on it's X axis.
Open the Terrain Editor, and change the resolution of the terrain to 512 or 1024. Click on the pictures tab and load your second image into the first window. Pull the blend all the way to the left and click apply. Your screen should look something like this:

Bring up the clipping a little bit so that all the black is now red.
Exit the TE. You may need to rotate it a little bit so that the top of the wing is facing upward. This is about what it should look like:

Finally, decrease the scale so that it's about as thin as you think a butterfly's wing should be.
Step Four - Texturing the Wings:
Now you want to go into your material editor.
Put a dot in the first diffuse texture slot, then change the texture from Procedural Texture to Image Texture. Enter the Texture Source Editor and load your original butterfly picture into the first slot, then load your second image (the same one you used as a heightmap) into the second slot.
Next apply these settings:

Feel free to play with the values however you want, especially with the Ambience, Specularity, and Transparency.
Exit the ML and you should now have a textured wing.
Step Five - Making The Body:
This step all depends on how close you want your butterfly to be to the camera which will dictate the complexity of this. What you'll want to do it build the body out of primitives and/or metaballs. I didn't need mine very close to the camera so I made a fairly simple body, consisting of 2 metaballs and a cone, like this:
I made the material for the body black, but this whole step is completely up to you as far as you want to go in both object(s) complexity and material.
Step Six - Making The Other Wing and Posing:
Select your first wing and go into the attributes and check Show Origin Handle and exit the attributes. Now make sure that your looking straight on and pull the little green handle over so that it's in the middle (along the X axis) of the body you made for the butterfly. Should look something like this (note the green dot):

Now duplicate and rotate the new wing 90 degrees around the Y axis, if the body seems off center you may need to delete the new wing, select the original and adjust the origin handle, then just try again. To pose it just rotate either of the wings to the area you want.
You can even animate it!
