Tips for taking pictures of insects?

It's been over 10 years since I've done it.
Maybe someone with experience can weigh in?
I would set my focal length and then move my body forward and backward to get the focus sharp. Is this a stupid idea? What are good ways to focus easily on a small moving creature? Using autofocus doesn't seem good.
I'm using a 50mm and 85mm prime attached to extension tubes. Is this why I have such depth of field problems? How much better is a dedicated macro lens in terms of depth of field?
Is it cringe to bring a flash attached with a cable and hold it off to the side or something? Or have a reflector dropped down infront of my body or something? What is the best non-cringe lighting situation?