I just started a new character today and on my previous character I had no problem finding luna moths around whiterun and at sleeping tree camp way west of whiterun. Now they just aren't appearing. I've been going out about 12am and looking. I have spent three in game days and I checked shadowgreen cavern, there were none in there.

I'm thinking I am looking for them at the wrong time, any suggestions?

They must have eaten each others wings and become invisible. But seriously, I got nothing.

Hard to say. Sometimes I find them sometimes I don't. For me they tend to be in the same place as torchbugs, for some reason I always find them together. Just a bit ago my character was on the road west of Whiterun at night and saw tons of luna moths along the side of the road. Maybe try following the road from Whiterun a ways.

I've been thinking that too, either that or they've been munching on ninroot.

Do they ever appear in the rain? Cause I haven't seen them appear then.

What time exactly do they start appearing would be the best question to ask.

Come to think of it, I don't think I've ever seen them in the rain. I've seen them at all hours of the night, but it seems like it's more the earlier night, like just after sundown when I see them the most. Though I'm not sure if time of night has anything to do with it. Maybe it does. *shrugs*

After 7pm, they appear en masse outside Honningbrew Meadery. Well, that's where I find them all the time since I always fence my loot there...

Another good place to find Luna Moths is http://www.uesp.net/wiki/Skyrim:Shadowgreen_Cavern. During the day you'll find Blue Butterflies instead.

i think they migrate or something cause i can never seem to find them in the same place twice.

All kinds of insects will not show up during rain.
Night-time insects(Luna moths and torchbugs) will show up from about 7pm to 11pm in areas like : Tundra, Marshes( Morthal ), Pine Wood and Autumn forests.
Whenever you see butterflies during the day there is a VERY high chance that night time insects will show up in the same place.

I found a few Luna Moths around the statue of Talos in Riften.

Then found quite a few just walking the road from Riften to Ivranstead.