I almost only use the MP-E with flash hand held, above life size even steady hands need flash. Flash is 1/1000 or even 1/10000 of a second so it should freeze the motion but a tremor may make it impossible to get accurate focus.
I use the MT-24EX twin flash but it is expensive so an ordinary flash is great, plenty of top posts from flash bracket users, I find the twin flash easier to hold. The problem with a ring flash is the ring highlights which look very alarming.
If you are using a tripod then a rail with a rack and pinion advance is advised, but I think insects will be very hard to do this way. Partly because they will be easier to disturb and partly because it will be more difficult to align you focus plane with their main body axis to make the best of limited depth of field.