The first and last were single exposures, unstacked. The second shot was stacked from two images in Adobe Photoshop CS3 manually. Tutorial on manual focus stacking is here.
All images shot with a Canon 40D, Canon MP-E65 1X-5X macro lens and Canon MT-24EX Twin Flash with DIY Diffuser.
For the vertical shots, i turned my Canon MT-24EX Twin Flash 90 degrees CCW before closing in on my subject.
Check out some of my favorite robber fly shots here.