First I take a stack of photos every 0.1mm. Right now I am using my FE 90 mm macro lens and a Raynox 250 diopter. However it is not quite enough magnification so I will probably figure out a way to get to at least 4X, any maybe go all the way to 10X with a microscope objective.
The photos all look like this photo of the head of a fruit fly with just a tiny depth of field:
With a bunch of photos, 34 in this case, I can use Zerene stacker to make a composite image. It takes a bit of retouching, but so far it seems a lot more user friendly than Photoshop for stacking.
That gives me an image like this:
The largest disadvantage I have found of this method is the time involved. Even with the Stackshot automating the photography process it takes quite a while to stack and retouch. Also, it is very difficult on living insects. That adds a lot of prep time for trying to put the insect on a pin or point. That is not something I have experience with so I have turned more than a few into a mess.
Sometimes I have got it to work with live insects. It requires a lot of patience though as you must wait until it stays still for 20 seconds or so to get a decent stack. The results are usually much more interesting with living insects though:
Here is a ~2mm minute pirate bug. It is a shot that I really would have not been able to get with any other method:
