I've had lots of questions about the stuff I use to do these macro shots so here is a piccie taken with my son's cam ;). More information - extreme-macro.co.uk/equipment/
I've been through various setups in the last few months, starting out with the flash on a bracket using PTTL, then moving onto the flash mounted on top, lastly moving to the flash parallel to the lens, as per my current version. This is the best of the 3. I don't know how durable it really is though because the hama hotshoe swivel forward unit is unbelievably flimsy and already has wobble on it. I tend to put rubber bands round the flash and tubes when I'm outside using it just to keep it all sturdyish.
Advantages: the home-made diffuser throws excellent light onto the subject, and being so close to it requires only 1/64 power with ISO 100 (my lowest). 1/64 means very little battery use and instant recharge, so I can machinegun at 5FPS which gives me a vital part of a second before the beasts fly away. The angles to the subject are >90 degrees so the light has nice soft diffused edges.
Something that maybe of interest to Pentax types like myself, the 360FGZ flash has an inbuilt timeout of approx. 1 minute so unless you use it with PTTL, it's a waste of time. The 540FGZ makes this configurable, so I could switch it off.
I'm still looking for some sort of clamp thing to put onto the extension tubes so that I can have a small pencil torch mounted on there, if anyone knows of one I'd love to know. Thanks!
Update: have started using a GoPro roll bar clamp added onto the tubes. This both stabalises my flash and gives me an arm to add a torch on. Seriously useful!
Update2: the L bracket. Various people have asked: it is plastic and not that strong but it's the only thing I found at the time. You can get it here. I built a brace round the lens and flash in the end from GoPro bits which stabilises it and lets me mount a torch.