I said I didn't have a tibia shot, but I actually found one when I looked. It's been uploaded.

Thanks. I focus by moving the camera back and forth (fixing the focus beforehand), rather than turning the focus ring. It's easier to make very fine adjustments that way, especially with small subjects where your depth of field is tiny. To combat the depth of field problem, I focus stack obsessively! All shots except the egg sacs in this series are stacked from 2-5 images. You do need your subject to be absolutely still for it though. Most spiders do stop from time to time, so they're good for stacking. Here's a link that got me started with the concept:
http://www.wonderfulphotos.com/articles/macro/focus_stacking/

Thanks for the info and link; It looks interesting, I must give it a try...