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I have had a Canon EF 100mm f/2.8 Macro lens for quite a long time. It is a great lens. I use a 7D as the body, thus I get 1.6x magnification as compared to a "real" 35mm sensor body.
While this is great for photographing flowers and the like, it is not as great for insects as I feel like I won't get close enough. What is a (preferably) cheap way (less than 200€) for me to get even closer? I have thought about adding a macro filter or an extension tube.
Macro extension tubes. Get the Kenkos, they have no optical element so there's no sense in shelling out for the Canons. You can only get so close up with the 100 f/2.8 though, if you want to get even closer, you'll need to swap your lens in for a 180mm f/3.5L macro and, ultimately, an MP-E.
Don't use macro filters, they degrade the image quality.
There are several ways to increase magnification other than buying a new lens.
Buying close-up adapter (sometimes called diopter) is quite cheap. You need to buy one that screws to the front of your lens, so check your thread-size (the same sizes when buying filters). Close-up adaptors come in different strength and quality levels. They best about this option is that you retain all the camera's feature set (AF, metering, DOF preview, etc).
The other inexpensive option is to use extension tubes. They are available in different lengths, longer ones increase magnification more. Depending which ones you get, you may have to use your lens manually though. On the other hand, extension tubes do not add optical elements and so do not reduce image quality.
As has been mentioned already, one or more extension tubes will get you closer than the macro lens by itself can. That will only get you so far, though.
Somewhat counter-intuitively, if you want really huge magnification while keeping the camera assembly to a manageable size, you need to go to a wider lens, not a longer lens. At sizes of 1:1 or smaller, a longer lens gives you additional working space at little cost, but as the magnification gets bigger, the amount of extra room required behind the lens becomes an extreme penalty. Canon's answer is a "reverse zoom" (the 1:1-5 65MP-E), which is essentially a zoom lens with the far end of the lens anchored in place (instead of the end at the flange, as with a normal zoom); reducing the focal length of the lens increases the magnification at the film/sensor plane. The cheap option for this strategy would be to reverse-mount a wide-angle lens on extension tubes or bellows.
If you want to get really big and don't mind fishing around in the used equipment and odds-and-sods end of the photo market, a really interesting option would be the Minolta micro lenses. They are actually microscope-type lenses, available at 12.5mm and 25mm focal lengths, IIRC. They're used on a bellows, and you can get adapters that will couple the Minolta MC/MD mount lenses/bellows to a Canon EF-mount camera. The 12.5mm lens will let you get close-ups of the eyes of the things that live on the eyes of the insects you're talking about. (You can probably find similar combinations of things that will let you use Zeiss microscope lenses on your camera as well.) Forget about depth of field, though -- there isn't any.
The Cambridge in Color page on Macro Extension Tubes and Close-Up Lenses includes calculators for determining exactly what magnification and working distance will be achievable with a particular lens/tube or lens/close-up lens combination.
Although apparently matters are complicated by the fact that macro lenses' effective focal length can change considerably from the nominal specification at close focusing distances. Various sources around the web say the Canon EF 100mm f/2.8 macro lens in particular is effectively about 75-78mm at 1:1 magnification. There's some discussion about how caveats like that effect the calculation here.
