Steve, all pretty good for handheld. When you get the pod, you can see the value of the pod.
1. I like this pic. fringing, schminging. There are lots of time I like fringing and this is one time. I like the moodiness. A pod would allow you to close that lens down, and get some depth of field so more can be in focus. You have good focus - it is in the middle of the knife but very narrow- the fringing is causing it to look like you don't have focus. Stopping down the lens will cause the shutter to stay open longer (why the pod is necessary), but more of the knife will be in focus - IF THAT IS WHAT YOU WANT. Everything does not have to be tack sharp to be a great pic.
2. The pod could help get more in focus. Lighting - I's say you have one strong overhead light source, another overhead a few feet from the other and probably some bounce from the ceiling. On something like this the easiest way to light it would be to put it in a light tent to put an even light all over.
3. The fly ain't bad. A couple of things. A pod will help with depth of focus. On flies you want as much in good focus as you can. That means stopping that lens down, and making sure things line up. The fly should be at a dead 90 deg. to the axis of the lens - or in other words the plane of the fly should be parrallel with the plane of the CCD or film. Lighting - there is one overhead light causing two problems - the lack of lighting on the bottom of the fly and the white tail/wing has no kick. I'd have two ordinary lamps - one to the left and one to the right - the one on the right closer to the fly than the left one. Both slightly above and slightly in front of the fly. It would be best if the left one was a spotlight type light to focus more light on the tail/wing to bring up some sparkle. Might need to put some foil on the table below the fly to bounce up some light on the belly. Play around with the locations of the light until you get what you like. Be sure both light are the same - not one fluorescent and one halogen - not the same color. And be sure to adjust your white balance. I would not use a flash unless you really, really, really diffuse it and have it somewhere off the side and with bounce or another flash on the other side. A dark background could make it pop - its a personal preference thing. Just simplifying the background would help immensely - the dark at the top distracts from the fly.
Wireless flash. Nice, but you can do almost the same thing with any flash and an off-camera flash cord for a lot less money. In low light conditions some cameras focus off a light given off by the dedicated flashes and taking the flash off camera can mess with that and cornfuse the camera. Does the Sony use a dedicated flash by either Nikon or Minolta. I have a Minolta flash or two that work wirelessly with a Minolta that are likely to be put on e-bay soon. I also have a Nikon (SB-24) that doesn't work on my D2X. Just bought a SB-400 and a cord for my D2X. Man, I really like that small simple workhorse.