A useful and cheap accessory that can aid in some macro work is a reflector. This can be bought, made out of tin foil on cardboard (my first was like that), or acquired free from a magazine – as my current one was from Amatuer Photographer last year.
The reflector is useful to bounce light onto subjects, in particular to brighten detail on the shadows. It’s of most use when taking static subjects like fungi or flowers. It’s not practical on moving bugs in my opinion.
I used this today on some fungi that I took. Despite the day being overcast the underside of the fungi could still be brightened with the reflector to boost detail in the stalk. This puts more detail in the stalk, which would not be visible if the reflector had not been used. You can get different coloured reflectors to affect the light colour. I have a silver one and this I find does a good job of boosting the detail as described. Another common colour to use is gold, which also warms the shot up a bit.
Fly Agaric with Reflector. Taken on Canon 50D with Canon EF17-40mm f/4L USM. Natural Light and Reflector. ISO 320 F4 1/100.
To hold the reflector in place, I used a Wimberly Clamp attached to my tripod to hold the reflector in the desired position ( if you have a willing assistant they could hold it for you, of course). The setup is shown in the shot below.