This has been discussed here a time or two. Basically you want to shoot high F-stops (16-22) for good DOF. Shutter should be 1/60th but preferably 1/125thy to freeze the subject. Almost all shots will be with strobe fill. There are very few opportunities for available light shots with macro lenses, but many opportunities for strobe fill with ambient light negative space. I shot this pic with my 60mm at F9 during the day to get this blue background.
The composition of this shot allowed me to get good percieved DOF with a profile. If I would have tried to work in the other eyeball, it would be out of focus, and that might have distracted from the image.
So during the day, keep the F-stop at 16 or 22 or higher if you need the DOF unless you see an opportunity where the negative space might add something to the picture. Then step down the F-stop and take a few test shots of the negative space to expose it properly, then adjust your fill lighting. Depending on the animal you may want to shoot in manual mode and just slowly move your camera in and out til it is sharp. Use a good aiming light if you use autofocus so the lens can find and lock. Remember, the lens looks for contrast variation for which to lock on the subject, so in low light, the lens might hunt....and it may be too late to get the shot when the animals flips you the fin as he swims impatiently away.
Joe