I have a setup that produces acceptable results (it's no pro level setup by any means but it will shoot a fairly good photo IMO) except that I haven't been able to extend the DOF to much at all. I realize it's always tough with macro photography but I've seen stuff with much better DOF here than I'm getting. i barely get past a totally flat plane in fact.
I'm using a tube to get better macro shots. It certainly improved over what I've used in the past including lens converters. I just need to get more of an insect than it's back and the top of it's head in focus. I've worked out lighting fairly well I think but I don't get good overall results almost totally because of a shallow DOF. I've slowed down the shutter as much as possible to get a tighter aperture opening. I guess I'm lost when it gets past that point. I've had better luck with other cameras really including some video I shot. I can't get in as close with my video equipment but I do get a pretty close view and greater DOF.