I'm using ping pong ball illumination to diffuse the light from the goosenecks, but instead of a ping pong ball I'm using those little plastic ketchup cups you can get a McDonald's. Nice diffusion with much greater light transmission.
The colored backgrounds are accomplished by backlighting the subject using the microscopes illuminator and putting Rosco gels on the illuminator itself.
Female Ghost Spider

90 shot stack in Zerene. Swift 4X 0.10 160/.17 Olympus OM 28mm f3.5 on an Olympus E-420
Jumping Spider

51 shot stack in Zerene. Same setup as the Ghost Spider shot.
Jumping Spider

95 shot stack in Zerene. Same setup as above but with an Olympus DPLAN 10x 0.25 160/.17