I personally use Bugman's Glow with a bit of Cadian Fleshtone highlighting and a Reikland Fleshtone wash for the wings on my flying critters, makes for a nice fleshy membrane. If you wanted something a bit more tan, you could also try Karak Stone washed with Agrax Earthshade. Alternatively, at our local shop I've seen people do up their wings with the same set of colors they use to highlight the edges of their creature's carapaces and the end result looks rather neat.
Also when you do the wings, be careful you don't put the paint/wash on too thick. I have a couple Gargoyles that have had some of the holes in their wings accidently sealed up by congealing washes from my getting a bit overzealous with the shading...
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