Tissue fixation by gently boiling in water about 1–2 minutes is adequate. Let cool. Gradually add alcohol to 50% and 70%. Store in 90% alcohol till needed.
A good quality microscope will allow you to distinguish many of the characters that are even more clearly seen with SEM. It is best either to have the larva fully submerged in alcohol, or laid on a small (1cm) roll of damp cotton to allow the cuticle to dry BRIEFLY while observations are made.
For slide preparations, pick preserved larvae that have already split along the ecdysial line of weakness on the lateral prothorax, or make a small slit there. Also cut transversely 3/4 through the caudal segment near its anterior margin. Boil the specimen 1 minute in 10% NaOH and wash with water to remove all tissue (careful: the anal lobes are easily lost). Temporary mounts can be made in lactophenol; permanent mounts should be made in euparol or Canada balsam according to standard procedures.
Pick preserved larvae for SEM that have NOT split along the lateral prothorax. Unless larvae are very greasy, they can be simply sonicated, passed through alcohol series, critical-point dried, mounted on stubs with foil tape, and sputter-coated with gold-palladium. Observations are best made at about 12.5 KeV.