I was at an RPS Nature Group meeting in Smethwick today and showed several people my scale pictures. One ex-aircraft engineer was fairly certain that the toothed edges help airflow over the wings - they are very regular in most species.
One thing I noticed a few years ago was that most butterflies and moths have antennal scales which are facing away from the head - but the Hummingbird Hawk has them the other way round, presumably again for aerodynamic reasons. I'll look out the slide and scan it for the website.
Any more ideas? A fascinating topic.