Macros are a whole new ballgame. It takes a while to get comfortable shooting them...
I often shoot my macros at ISO 400 maximum which produces some fairly decent quality on my Canon 7D - especially with a tad of noise reduction...
I also most often shoot in manual focus mode and move the camera/lens back and forth a bit to achieve focus.
It also might be easier to start with fairly motionless subjects, especially ones that don't startle easily - like a snail
Love the jumping spiders Brian, though I have yet to see the Aussie Peacock jumping spider. I find F9 is the sweet spot for my 60mm macro lens. Diffused flash helps a lot too, my diffuser is a plastic cup. But oh dear! You'll be into focus stacking next to get the utmost out of your lens....
This shot isn't that bad for the ISO used, mainly because of the textures involved. Did you do any noise reduction? That one brown spot near the back leg looks like a partial area cloned out, I'd clone out.