Yeah, I know what you mean, I'm going through a learning curve with this lens (105VR). I keep the VR turned on all the time, although I've read that the benefit diminishes as you approach higher magnification (I should try it OFF and see if it improves the photos or not). I use continous-mode AF, although it can be sketchy at these magnifications (on my D70s anyway), I still find it useful 80% of the time, once I lock onto the object (bee) I can usually hold AF even as it moves around. I've also decoupled the auto-focus and shutter release buttons because I can concentrate better (the decoupling is something I like to do anyway, not just a macro thing).
What's helping more than anything is using flash, because it lets me keep larger DOF (so I can get more than just the eyes in focus, although sometimes that's cool too) and still lets me use a shutter speed fast enough to freeze the moving bees (or whatever). I'm not using a tripod, cuz it just doesn't work for me (moving around too much), although i can certainly see the attractiveness of a tripod sometimes.
This is generally my starting point: camera on full manual, F20, 1/250sec shutter, with flash. I'm using the R1C1 flash kit, and I've normally got it set to 0EV and 4:1 ratio to get some shadows/sense of depth. Of course you can use other flash units, I know freebooter is, and he gets great stuff too. This tends to be a good starting point for me on a sunny day. Naturally I adjust as lighting changes (but I try not to drop the shutter to slow if it's a moving object because it just doesn't come out sharp).
