Getting used to a macro lens

You need a lot of light for handheld macro shooting - even for simple close ups in the near-macro range.

You've already discovered the razor-thin depth of field associated with using wider apertures, so you know that using narrower apertures increases your chances of getting your subject in focus - I typically shoot handheld macro at f11 or 16.

Add to that the fact that you want to use a lower ISO that doesn't cloud your macro detail with noise, and it gets even harder to shoot macro handheld in natural light.

So make your life easier (and your learning more enjoyable) by using flash.  I have a macro ringflash which makes it easy, but a flash with a movable head is very effective to deliver lots of light on to your subject.  Don't point the flash straight at the subject though - either bounce (if you have something to bounce from - outdoors, a white card is very useful) or use a diffuser - search the forums for some nifty homemade setups.

Some tips when learning handheld macro:

1.  You don't always have to be at 1:1 - think about composition, and as a bonus it is easier to get your subject in focus a little further away (i.e. your depth of field will be greater, meaning a larger margin of error).

2.  Autofocus is generally not your friend in macro shooting.  Use it for fast shots if you need to, but you will get better results if you manually focus and then slowly rock backwards or forwards until your subject is in focus.  This looks hard through your viewfinder, but you may be pleasantly surprised at the result - your camera most likely stays at widest aperture until the shutter is triggered, so the viewfinder image looks to have a much narrower DOF than the result (assuming that you are shooting at a narrower aperture) - the image will most likely have a larger DOF than you expect from looking through the viewfinder.

3.  Take lots of shots, if your subject allows it.  They all look fantastically sharp on the LCD, but the sharpness will vary when you look at them larger on your computer.

Have fun, and hopefully macro shooting makes you see the world in a different way!

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Cheers,
Damien