There are a few options to make high magnification images of small things. Firstly, you may get yourself a dedicated macro lens. I would highly recommend the 200mm f4 macro lens. The 200mm focal length allows for sufficient working distance from the insects. A 100mm focal length option is much cheaper, but you have to get very close to the insects and they will fly away before you get your shot. The other option, if you already have the 70-200mm f2.8 lens is to add a Canon 500D diopter to it, to make it focus close. This is what I do. The third alternative is to add an extension tube (available from Kenko) to the 70-200mm f2.8 option and thereby reduce the minimum focusing distance to enable macro photography. Once you get the right lens, your next challenge is to hand-hold and shoot these insects. At macro focusing distances, you hardly have any depth of field. Shooting at f22 is a necessity to get the whole insect in sharp focus. This challenges the shutter speed. You deal with it by setting the shutter speed to 1/250 s manually and using an external speedlight to provide the lighting. This is how I photographed the Syrphid fly shown here.
Although it requires special skills, once mastered macro photography can be very joyful.
I will be covering the macro technique in detail in the “Advanced DSLR Seminar” coming up.