Nacho,
You didn't mention the easiest, cheapest option. Most point and shoot cameras have very good macro capabilities, some cameras letting get as close as 0.5 inches to the subject. I shoot all my model pictures with a Canon point and shoot (check my signature), just have good lighting and a tripod and you are all set. A decent camera is probably $200 dollars nowadays.
Now for general macro photography, like insects, you do want a macro lens with long focal length (60 to 100 mm), reason why is that you don't have to get close to the subject to get the close up. This is especially useful when photographing insects, they'll fly away if you try to close in with the camera.
For depth of field issues shoot in aperture priority, set the aperture to F4.0 minimum and let the meter compute the shutter time, since you have a tripod, it doesn't matter how long the shutter needs to be open for good exposure.
xPLAN303Ex: The portrait of the artist I am not.
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