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There is a bit of a trade-off in controlling DOF between aperture used and subject distance.
For instance, if you are shooting at MFD (especially with tube), the amount of increase in DOF provided by stopping down is nominal. By moving back a bit from your subject, the DOF relationship/impact of aperture changes can have a more pronounced effect. While this might raise concerns at too much DOF for the BG, there is usually a sweet spot to be found ... and we may only be talking about changing the subject distance a few inches, or less.
Working the two (subject distance / aperture) in concert with each other can help you dial in where your DOF falls off ... and using a tripod (and dof preview) for this indispensable. Personally, I use mostly manual focus/manual aperture lenses, so stopping down for dof preview is inherent to the process ... but Doug's point @ dof preview is valid. It just depends on how exacting you want to be with your dof placement.