You can even go a step further - set up the background so you don't always get the pitch black background! Not that i have anything against black background. It's just that it's all to easy to end up with a black bg so it's good to have some colorful backgrounds once in a while. Very simple macro technique but it will add lots of colors to your macro images.
All images shot with a Canon 40D, Canon MPE65 1X-5X macro lens and Canon MT24EX Twin Flash with DIY Diffuser.
Typical full flash shot with black background. The BG is black because there was nothing in the near distant to reflect light back into the lens/sensor.
while the robber fly was away, i put a few yellow leaves behind the perch...
I was holding the leaf with my left hand and used a bromeliad plant as my background. More about this technique here.
Of course, all these apply only to Full Flash Macro Photography. If you shoot with natural light, it's a slightly different ballgame. You can read up on Natural Light Macro Photography here.