I used to lecture at Aberdeen College and one of the subjects was Photography (part of the multimedia curriculum). Part of that course was "product" photography, in other words, close ups of things like plates of food for resturants, individual components for catalogues etc.
The main thing with macro photography is to use a good quality dedicated macro lense and a programmable "ring" flash. The typical length of lense for things like insects would be a 150-200mm lense..so that should be perfect for flies.
Basically the flash is like a "donut" and fits around the lense. When taking an image from say 6 inchs, the ring flash gives a really nice, even light with no harsh shaddows. Being programmable you can "turn down" the amount of light it gives off to get better contrast.
Using filters on the lense also improves images, BUT, if using digital photography, save the image in RAW format, take into something like Photoshop, and you can apply the same settings as a traditional glass filter would give you.
Remember filters do not "add" to an image, they take away..so if your image looks a little yellow (typical when using standard indoor lighting) apply a purple/blue filter, and it will remove the yellowness. (Do a google on colour wheel and you will see what colours cancel each other out)
However, a "Bridge camera", ie, your typical point and shoot compact digital camera can be used for macro use, and has an advantage that because it has a short lense, your Depth of Field is greater meaning that the image is sharper near and far.
At the end of the day, you can spend thousands on kit, but if displaying on a computer screen the maximum resolution you will ever get is 72dpi on a Mac and 96 dpi on a PC, so your average £100-£200 compact digital with macro lense feature and a copy of photoshop will allow you to produce good images for display on forums etc. If you want stuff for print, then look at DSLRs
Oh..on that subject...when saving images for a forum/the web, just save as 96dpi...anything higher wont make a blind bit of difference.