Here are some options; look at the abdomen:

popup flash - the worst

Significant “speckling” here, where each bristle reflects the flash. Ugly.

external flash on camera

flash with softbox diffuser

natural light

The natural light is so much better. Look at the details visible (click on the image to see a larger version). Too bad it is impractical.

I could go on and on about this, but even I’m getting bored. Besides, someone else has a great website about macrophotograpy lighting. Look at this site for amazing images and how they were made: http://orionmystery.blogspot.com/ . I don’t have to reinvent the wheel here.

Back to flies next time.