Most macro lenses for digital SLR cameras apart from being expensive are not ideal for photographing the more nervous subjects since being so close tends to scare them off, there is also the problem of blocking the light out.
Most standard lenses enable you to get quite close to your subject, and if you have a large megapixel sensor on your camera to play with, and most are now, you can magnify the image afterwards by suitable cropping in a photo-editing programme.
With older SLR cameras consider using a close up filter on the lens they cost a few pounds and are ideal to experiment with. Independent small camera retailers that traditionally gave good advice are in short supply, so the internet may be the best option now.Try Here for probably the best advice available on all aspects of photography.
This picture of a hoverfly was taken with a Nikon D40 6Mp camera, standard 18-55 kit lens and +4 screw in filter cropped in Windows Photo Gallery.