Cyborg insects have been flying under remote control for over two years now, but the strict weight limits imposed by the fact that you're trying to turn a bug into a functional UAV means that their usefulness is still somewhat constrained. A rhinoceros beetle, for example, can manage to haul about 30% of its own weight as payload. This works out to be somewhere around 2.5 grams, which is not a whole heck of a lot, and if you're eating up a significant portion of that space with a battery, it doesn't leave much room for (say) a camera or missiles.
One option is a small nuclear battery, but a much more elegant solution (with less potential for creating a giant mutant cyborg insect of doom) is to simply harvest power directly from the insect itself. Researchers from the University of Michigan and Western Michigan University have developed a prototype insect energy harvester, pictured above, made of a piezoelectric material that converts wingbeats into electricity. By mounting one of these piezoelectric springs on each wing, simulations show that over 100 microwatts (μW) can be harvested, which is significantly more than the maximum of 80μW it takes to control the insect itself.
While this level of power isn't going to be able to charge those miniaturized laser cannons that I'm reasonably sure DARPA is working on, it does significantly reduce the energy drain on any auxiliary power system that might have to be carried along anyway. And as with all electronics, efficiency will only go up as mass goes down, until ultimately power will only be limited by the lifespan of the insect and the amount of tasty fruit that you can get your bug to chow down on in the middle of a mission.