Some of you might be interested in this software:
http://www.heliconsoft.com/heliconfocus.html
It allows you to combine multiple images of the same subject, each with a different plane of focus, to create one image with enhanced depth of field. I am sorely tempted, and if I get some suitable images, I will give it a try.
Also, how do people get precise focus on these small insects? I tried with a macro lens and tubes at the weekend and it was extremely hard. A focus rail really is needed.