Using Manual Focus, fstop veries from 8 to 16, today I got so mad, the fstops might be very high. I use the flash that comes with the camera, always for now doing macro. I know I need to get a diffuser or a o-ring flash. I try to use a tripod but the bugs move around so much or have to wait for the bugs to come to me. The first 5 pics are macros(
MacroTest-3 | Flickr - Photo Sharing!) and as you can see they are all flowers. Maybe focus stacking would get rid of the non focus areas.
Ok a few starting points from what you've said:
1) settings wise I try to go for a low ISO, the fastest shutter speed I can with my flash and a small aperture. As a result the majority of lighting I tend to use is from the flash itself. As a result shooting in manual mode I set the settings of ISO 100, 1/200sec, f13. That is my "benchmark" starting point for macro - I might vary things a little depending on the scene and on how I want the shot to come out, but that is the rough starting point.
2) Lighting wise you can actually get some pretty good light from the cameras popup flash, however it can't give you the light in the right position (its way too far back on the camera). What you can do is use a "snoot" type controller. That is a tube with a white/reflective inside which carries the light from the popup flash to a point just above the end of the lens - you can then angle the light down a little with a tilt in the direction of the reflective material so that it shines out onto the subject.
3) Tripod macro is slow macro. As such you've got to have a situation where you've time to setup and the subject won't move off. Such situations could be:
a) Early in the morning when insects are cold after the night and very torpid
b) Soon after a sudden shower (rainfall) as many larger bugs will get caught out by the sudden temperature drop - again becoming torpid
c) At a feeding point - this could be a flower, a rotting bit of fruit, sugar water spread over a surface etc... (I tend to avoid using honey because honey from different hives will kill other bees - so sugar water is a safe, sweet drink for most bugs).
As you can see there are a few situations where you can get out and find bugs not willing to be moving around - at other times mobility and handheld shooting will come to the fore.
4) Don't try focus stacking, you've got to get good at taking a single keeper shot before you approach taking a whole series of shots for stacking. Get the basics down first before you start branching out. In a similar line of thought don't crop either. Work with the 1:1 magnification and work with those results - learn to use them and see what you get. Once you can get solid 1:1 magnification shots then you can start to consider experimenting in higher magnifications or cropping if you so choose.