Read an interesting article about macrophotography recently.
Sorry can't find a link at the moment.
Anyway. the point is that the really stunning pics are taken using differential focusing (because the depth of field is so small) and merged as an HDR image.
Most photo software lets you merge images these days - I have photoshop CS3 and HDR will be my new year project.
Just need to get the bees to stay still so that I can do several shots at slightly different focus points.