An off-camera flash will do wonders. I have a Sigma EF-430 flash on a bracket, so I can shoot bugs at 1/200th and f/13, even in total darkness (assuming I ever wanted to shoot in total darkness 
).
Also, I have Kenko tubes, which allows me to control the aperture. I'm not sure what tubes you have, but if they do not have the electrical contacts built in then you are stuck with the lens wide open.
Thanks for the comment!
edit: I see from your other post that you have manual extension tubes (I assume that means they don't have the electrical contacts). To get more DOF, you're going to have to "trick" your lens into stopping itself down. What you need to do is mount the lens on the body (no tubes), set the aperture to what you want (like f/9 or f/11), and then hold down the "Aperture Preview" button. With that held down, you then need to take the lens off of the body. This will keep the lens at that aperture. As far as I've been told, it isn't bad for the lens, so don't worry about breaking anything.
The downside is that the picture will be much darker in the viewfinder because of the lack of light, but it will increase your DOF. My personal suggestion would be to invest in a set of Kenko tubes, because they allow full lens control by the camera, which includes aperture and auto focus (althoguh you won't use autofocus much in macro).
