I do a lot of macro. The bottom line ... no free lunch. Stop down for DOF and before long diffraction and/or the lower shutter speed is killing sharpness. Here are some things that work for me:
1 - Decide what is the most important part of the subject and get that sharp if nothing else. Things going out of focus in front of and behind this point can actually be attractive or help to isolate the theme. Typical things to get sharp are the eyes (bugs), the tips of stamens in flowers (as in your 3rd sample) and foreground textures. Forget about general, over-all sharpness as you will end up with an image lacking any sort of impact.
2 - Flash can help improve sharpness if you have to use low shutter speeds because of stopping down. I find it best to use two external units in combination with the built-in. With practice you can get the benefits without making it obvious flash was used.
3 - Consider focus stacking. With this method you take a series of shots from the same position while focusing on a different part of the subject with each one. A program like "Zerene Stacker" (my favorite) will then automatically combine the images, retaining the sharpest plane of each one in the final composition. In theory, you can get any DOF you want this way. You have to keep exposure the same throughout and, of course, be able to move the focus point around in the viewfinder as is easily done with most DSLRs. Works like a charm but somewhat tedious to set up and execute. Won't work with moving subjects.
The following link takes you to a place where you can find some of my macros under the index item "Bugs". I didn't succeed with every one but a few are good. The ladybug pics were all taken using flash with considerable stopping down:
http://www.wolfwillow.com/Photo/00-Main/index.html
When the linked page opens, click "Wildlife" at the top, then mouse over "Bugs" on the left and choose what you want from the pop-up menu.
Best wishes,
jh