Bonus Tips...

Using Mirror Lockup and Remote Triggering in Macro Nature Photography

If you are shooting available light, and if your camera features this function, the mirror lockup function can significantly improve image sharpness. Reason: Normally, when taking a picture, as the mirror moves up just prior to exposure, the mirror introduces significant vibration. If the mirror is locked up, then you've eliminated that cause of image degradation. If your DSLR lacks the MLU feature, it may have a shutter delay, which serves a similar purpose by inserting a fraction of a second delay between exposure actuation and actual shutter release.
Some people use a self timer to reduce vibration. Note that unless the mirror flips up at onset of exposure actuation, the only vibration damped by this approach is the vibration caused by the the action of tripping the shutter button, so it addresses one cause of vibration, but not the mirror vibration issue.
Note: Reportedly, mirror "slap," as it is often referred, seems to be most problematic at shutter speeds of 1/8th second to 1/30th second.

Self-Timer

A self-timer won't dampen mirror vibration unless it's the type that swings the mirror up at onset. Most cameras don't. So a self-timer is good for isolating vibration from your shutter press, but won't dampen other sources of vibration. That said, they help when you have nothing else handy. But they're lousy for timing those critical moments!

But my bugs always fly away when I get close!

Insects are more likely to fly or scramble away if they sense fast motion. If you move very slowly you can often get as close to them as you want. That's it, my thousand-dollar trick! Move slowly.

My macro lens’ aperture goes to f32. Should I always use this aperture for macro?

The unfortunate truth is that while a tiny lens opening like f32 will maximize DOF, the optical phenomenon known as diffraction rears its ugly head at around f16. What diffraction does is muddy up your image, smearing detail. So, the sweet spot is usually around f11 to f16, and even f16 causes some loss of detail. Accept the fact that some points will be out of focus, even in the primary details of your subject.

Get one of these:

This Jetsons-looking device is simply an air puffer. Suitably titled a "rocket blower," you can get one at any real camera store. You use it for cleaning lenses, the protective filter over your CCD/CMOS, and it never needs batteries!

Thanks for reading!