closeup/ macro advice

Your Canon 500D is a +2 diopter achromat close-up filter, producing far better quality than the cheap-o single element close-up filters.  It's 77mm filter thread will fit your 24-105, 70-200 and even the 100-400.  The way close-up filters work is that for a given diopter power, the magnification they provides increases with increased focal length.

On your 70-200mm lens at 200mm and its closest focus, magnification, M, will be 0.6X, covering a field-of-view of 37mm on your APS-C bodies..  That is just about the same field- of-view as 1X with a full-frame body.

Unlike using an extension tube, with that Canon 500D attached, you will have a very convenient, quick-to-change variable-magnification system, magnification going from 0.6X at the lens 200mm setting to about 0.25X at the 70mm setting.  At 200mm, working distance will be a very generous 13-inches.

I think you will find that using extension tubes is more cumbersome to change magnification, and the whole rig gets very long and unwieldy with enough tubes to get decent magnification at 200mm.   But with the 24-105, especially at the shorter focal lengths, I think you'll find them better than the close-up filter, although you will have  significantly less working distance.

For the 2-cents my advice might be worth, I would suggest starting with the 24-105 using the 500D diopter, with the lens between 50-105mm,  providing modest magnification.  If you want more M, switch to the 70-200 and use longer focal lengths.  You will find it's not easy to keep that big 70-200mm lens locked on focus.  Similarly, the 100-400 will provide over 1X at 400mm with the diopter attached, but the long focal length also magnifies your motion, and it will be a handful trying to hold focus.

As someone previously suggested, you might start out with available light, and don't go for the high-M stuff right away.  Lean on things for support if you can, or use a monopod, or a tripod, of course, is the best.

For sure, flash (with a diffuser) is a great option for handheld work.  Being able to remove it from the camera is a real plus to create interesting illumination.  I'm a fan of the many wireless flash options, eliminating that bulky coiled cord between camera body and flash.  I have made many successful close-ups, up to 2X, by handholding the flash in my left hand and the camera in the right hand;  the extremely short flash duration freezes any motion, and this allows me very quick flexibility in lighting placement.

Start out at modest magnifications with available light and you'll enjoy the journey.  Don't bother with 10X shots of insect eyes right now:-).  Before you go out,just play with the diopter filter and extension tube on your various lenses and get a feel for magnification and working distance.  It all just like photographing your birds, except the birds are extremely small and very nearby.