Stopping down and using flash (in my experience) doesn't work well because a) the actual increase in DOF is marginal and working with flash in the field is very awkward.
True, macro flash seems to be a difficult art, but it can help in some situations, like small animal shots, with the help of special setups like ring flash, twin flash, or flash units mounted on a boom to get the right angle on a very nearby subject.
Several of John Shaw's books on nature and close-up photography have some good advice, incuding a home built flash boom as an alternative to expensive special purpose macro flash systems.