I like the challenge of chasing these critters while they are active, and it often results in shots that look better than shooting them when they are dormant. Tech specs and technique for both are about the same. Canon 70D (F16, 1/250, ISO 100) + a Canon MP-E 65mm macro lens (2x to almost 3x) + a diffused MT-24EX.
It was windy and the bee could not tell the difference between the vibration induced by the breeze and me grabbing onto the stem of the flower (with my left index finger and thumb). I then rested the lens on my left hand, so that subject and camera were on the same "platform". As the bee moves around the flower I rotate the stem to keep it looking at the camera (helps the viewer to connect with the subject and to maximize my chances of getting a usable image). I pay attention to the area that I want to be in focus, and use my peripheral vision to compose the frame. I'm also twisting the camera in my hand, and the flower's stem, so that I can lay the flat area of acceptable focus over as much of the curves in the scene (the bee's head and the flower). Note: Once you manage to get close with the camera stay close. If you try to back off to change your camera settings or magnification the subject will take off.
I caught the bee in this first image doing some preflight maintenance, and in the second it just paused from feeding to look at the camera.