I just got a cheap ring flash to use with the macro lens for my Nikon D80. The ring flash will let me get closer to tiny subjects. Until now I have been using the built in speedlight on the camera, the problem with that is that I can only get so close before the shadow of the lens barrel intrudes into the shot. I just started experimenting with the flash yesterday, already it seems like a big improvement. There are probably a lot of tricks of the trade I need to learn to get consistently good bug shots. Here are some of yesterday's results, it's best to click on them to see the detail.
Check out the clutch of eggs she is carrying, unfortunately, my back hallway is no place to raise a family.
Photographing Damselflies is extremely difficult they don't seem to stop moving...
If you click to enlarge on this you can see a lot of detail
I don't know what these are
If you click to enlarge this you can see the eye arrangement