If you don't want to make one (best way to do it) then I think you are really are limited to something like the Lumiquest mini soft box. many of the other flash diffusers do help a bit but are not really designed for macro and 90% of your light goes in the wrong direction. A bit heavy on batteries but a killer if you want to do a rapid sequence of flash shots.
The thing to remember about flash diffusion is that usually the idea is to get smoother, more even light onto the subject. And to do that, you want the light to come from a wide range of angles.
Think about the ultimate diffuse light: A very cloudy day. The light comes from virtually everywhere. So that's one enormous diffuser!
But for macro work, we're in real luck. It's very easy for us to experiment and home-build things. And that luck is that our subjects are tiny. So we don't need a huge diffuser to get our light to strike the subject from a wide range of angles.
If you think about it, there are two things that affect the range of angles from which any given light-emitting surface will illuminate any given subject.
First, there is the size of the light-emitting surface relative to the size of the subject. We want the light emitter to be large with respect to the subject.
Second is the distance from the light-emitting surface to the subject. The farther the subject is from our light-emitter, the larger that emitter will need to be to illuminate it from a wide range of angles.
So for macro, we've got small subjects and short distances. Two BIG helps.
A sto-fen on the end of a 580 that's a few inches from a bug is as good as a large umbrella (brolly) reflector setup used six feet from a human model. But since the sto-fen is only about as large as the end of the flash, it doesn't do a lot to increase the size of the light-emitting area. It's diffuse, but not very large. So you need to use it from very close to get a diffuse effect from it.
If you think about diffuse light sources in terms of their size relative to the subject and their distance from it, you can analyze easily what you might want for any given situation.
And that diffuse light source can either be a semi-transparent material that the flash illuminates from behind and which then re-radiates the light outward toward the subject OR it can be a matte reflector that you illuminate from the same side as the subject is on.
And either way, it's really cheap and easy to experiment with. A simple index card taped to the back of your flash, and bent over can make a good diffuse light source (the matte reflector type) if you're close to the subject and the subject is tiny. And for a back-illuminated radiator, something like a piece of a milk-jug cut up and mounted some distance from the flash so that it's lit up from behind can also be great.
Here's one I love for my 580. I use it for macros and portraits and a lot of shooting. It always gets some curious looks from people too.
It's made from some drafting Mylar (available at drafting or art supply stores). This is the type with "tooth" on one side, but double sided would be as good or maybe better. I just taped a piece of paper inside to reflect from the back side and then wrapped it around the flash to get a snug fit and taped it together. I later taped the end together too. It produces amazingly smooth light for very close items and is not bad at all for some more distant work too.
It's fun, cheap, and easy to experiment with diffuse light sources for macro work because we can make things very small. It's a lot of fun!
i'd also like to add my thanks. i'm currently trying to figure out a diffuser apparatus for my canon 580exii. i'll have to give your set up a try and have some fun. thanks for the inspiration!