Here are some options; look at the abdomen:
Significant “speckling” here, where each bristle reflects the flash. Ugly.
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.