Cheated a bit.

My Macro lens has been driving me nuts. I just can't get a good photograph. Yesterday I took a photograph of my wife and the image aws crisp and sharp, so when it comes to photographing small things it's down to me, wrong settings and camera shake.
Today I put a piece of Ham on the lawn, the camera on a tripod and remote release.
Exif
Manual
1/200
f11
ISO400 (forgot to change it)
This shot, although 99% better than I have been getting is still 99% away from what you lot can do.
Dai

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That's very good for ambient light. Most of use (not all but most at least most of the time) use flash for the smaller bugs and work handheld as the bugs are too mobile.

I'd say a large part of what you think your problem is is composition. That is a good shot, unfortunately bugs just look worse when they are taken from above like that.

Notice that you have good detail about the whole fly, and the hairs on his back are sharp. You have a good shot, you just got unlucky with the composition.

The shallow DOF of macro makes it difficult to get the whole body in focus. I find the best way to get a lot of the bug in focus is to take it at a 45* angle from his/her face. That way, the head is always in focus, and you get a good portion of the leading edge of the body as well.

When using a tripod one of the major disadvantages is the inability to quickly reloate. A lot of users use monopods (or beanpoles ), and I personally don't use anything. At 1/200th and an off-camera flash camera shake becomes pretty much non-existant. The flash pulses at about 1/50,000th of a second, which is enough to freeze most any motion.

Keep on shooting. I think with some practice you'll get happier and happier with your results.