A complementary color will provide a good contrast. I find that my colors will be shifted some by using dark colors as a solid background. The blue looks good, but the fly body is a different color than in the second picture, and even the gray background shifts the body color, but not as much.. Only you can know which is the most accurate. Using a black background will require more lighting.
With my point and shoot (Canon A620,) I get a much slower shutter speed if I use darker backgrounds. Since I hand hold my camera, I need a fast shutter speed to get a good image. The depth of field also changes with darker backgrounds.
I personally like the orange background better than the others, with gray as a second choice.