Thank you for the praise and encouragement bro, really appreciate it   
I really love macro, because it drives me to really go out to see new stuffs everyday, and there will always be arthropods that I've never seen before And its interesting to learn more about their names, behaviour etc.

Usually macro shooters just stick to F11 or F16. I pretty much stick to F16 all the way unless if I need more light. That way we can just focus on shooting instead of the fiddling with the settings, since every moment is precious if you are shooting a natural (unposed) shot.

There are a few things that affect the DOF based on my experience:
(1) Magnification. The larger the magnification, the thinner the DOF. If you want to get a subject that is sharp pretty much all the way, try shooting farther, then crop. When I first started, I never noticed this haha, so I only shoot at the highest magnifications, which will be a problem for larger organisms, or those that are very 3D i.e. very protruding antennae, legs etc.

(2) Your angle. Although it depends on what you want at the end of the day, if you want the whole subject to be more or less sharp, the general rule is to shoot from the front, on top (or bottom if applicable), or from behind. But this may vary from subject to subject, since arthropods come in a wide range of sizes and shapes. For example:

Shot from top of a Menemerus fulvus:


*this kind of shots will retain the details of patterns on the spider, and is very important if you want to ID the spider I usually shoot this kind of shots just for science, since its considered as a "bad" or "boring" photo for art (or photography)

Shot from the front of a Menemerus bivittatus:


*this is a very popular shooting angle for jumping spiders (or any other insects) because they have really cute and big eyes (imho la , Agito sifu will disagree kekekeke). Of course, just by looking at this side, its impossible to know what spider it is, so this is more towards an art shot.

Shot from the side of a Menemerus bivittatus:


*Another one is from the side, especially when you want to take photos of insects eating. Because if you shoot from the front or ~45 degrees, the entire subject will be too 3D to be sharp (unless if you follow #1 and shoot from really far away la, which sort of beats the point). For example this shot of a Nephilengys eating a Bactrocera fruitfly:

The blurring in this shot is intentional, since I realized the spider was so big that its impossible to get everything in. If I shoot too far away, I won't be able to show that its a fruitfly. And I can't shoot from the side since the web is very large, if I touch the web, the spider will retreat.

Another general rule: Usually for most macro shots, the eyes (if applicable) should be kept in focus, just like portrait shots 
[/SPOILER
Just my 2 cents la, still a lot to learn from the sifus out there.
Oil or dust can be pretty troublesome to deal with I have to admit haha, although programs can help you remove them, but when working with a lot of photos at once, there is the tendency to miss them out, until after you uploaded them and being pointed out by people