By far the most convenient and best performing option for macro photography is a lens built for macro photography - a macro lens.
More than just a "close focusing" lens...
By definition, a macro lens is a lens that produces a magnification ratio of 1:1 at its closest focus distance (although some only provide 1:2 magnification) - but a true macro lens is much more than a lens that can focus close. True macro lenses are designed for close-up work, and as such, are "flat field" lenses" A "flat field" lens is one in which the point of focus is the same from the center to the edge of the frame. General lenses typically suffer from field curvature - meaning that the point of focus is different (slightly) at the corners and edges of the frame than the center. When shooting an extreme close-up of a flat surface, such as a butterfly wing, field curvature can become noticeable - a macro lens eliminates that.
Detail of an Emperor Moth wing
100mm Micro Nikkor, Macro flash bracket, 1/60 sec @ f:16
What's the best focal length?
The answer to that question depends on the subject that you're wanting to photograph. For example, if you're a stamp collector and want a macro lens to photograph your collection, something in a 50mm focal length would be ideal - comfortable working distance for the subject (about 7.5 inches @ 1:1), and the shorter focal length will lessen the possibility of blurred images due to camera shake. For floral photography, something in the 100mm range works well - a bit more working distance (about 12 inches @ 1:1) prevents bumping into your subject, short enough to minimize camera shake yet long enough to reduce background coverage producing clean, muted backgrounds. If you want to shoot subjects that a a bit more skittish (snakes, nervous insects, etc.) - a 200mm macro may be the way to go. It will give you the most working distance (about 20 inches @ 1:1) and provide selective background coverage, but the increased focal length means extra care must be taken to reduce camera shake.
Using a 90mm macro lens allowed enough working distance to prevent disturbing the water droplets on this ladybug and grass.
90mm macro, 1/15 sec @ f:11
Up Next - Putting It All Together - Macro Technique