Macro focusing can be a difficult task, even with the proper tools, as DOF can be so thin (sometimes just millimeters thick, or with extension tubes, even thinner.) There are a couple techniques you can use to focus at extreme macro scales. The cheapest, and obviously the simplest, is to move the object if it is mobile. You can usually get a very fine degree of control over where your focal plane ends up.
In the event that you do not have the ability to move the subject, and moving the camera is the only option, a Macro Focusing Rail is the best option. A focusing rail is either a stand-alone device, or often a specialized tripod head, that mounts the camera and allows very, very fine control over your camera-to-subject distance as well as vertical camera height. A decent macro focusing rail is the "Adorama Budget Macro Focusing Rail Set with 4 Way, Fine Control, Camera Focusing Rail for Macro Photography". It costs about $70. If you want to have the maximum level of control, higher build quality, etc. B&H has an entire category full of macro focusing rails. Prices range from about $90 to several hundred dollars.
A macro focusing rail will really change the way you do macro photography. Once you have a smooth, multiplanar way to very finely adjust your focal plane, extreme close up macro photography where your DOF is millimeters (or less) in thickness becomes much, much easier.
Finally, if you want even more control over your focal plane, you could try using a tilt/shift lens. I am not sure which brand of camera you use, however Canon makes the TS-E 90mm f/2.8 lens. This lens has additional tilt, shift, and rotate controls that give you far more control over your focal plane than standard lenses. Combined with a few extension tubes, the TS-E 90mm lens becomes a great macro lens that allows the focal plane to be adjusted, allowing you to bring the maximal amount of your scene into focus without the need to make extremely fine adjustments using a focusing rail. A focusing rail will still be helpful, however getting clean focus with a tilt/shift lens like the TS-E 90mm can change the way you do macro photography. Hartblei makes some tilt shift lenses that can be used on a variety of camera bodies.