The response by ticker covers most of the key issues.
I bought a 105/2.8 Micro Nikkor for my camera a while back (older model, used, on Craigslist), and i love it. I’m actually considering buying a few extension tubes, though, to allow me to get even closer.
You didn’t say whether or not you own a tripod, but if you want to do decent close-up work, whether with extension tubes or a macro lens, it’s an essential piece of equipment. Firstly, if you want any depth of field at all, you need to stop the lens down, leaving you with slower shutter speeds. Also, the depth of field is so shallow that any slight movement as you point and shoot the camera will cause your subject to move out of focus. Having the camera mounted on a tripod helps alleviate these issues.
I’ve taken some pretty decent macro shots without a tripod (the images in this gallery were taken handheld), but you need good light, something to brace yourself against, and a LOT of shots so that you have a better chance of getting a good one.
It’s also good to spring for a tripod that is better than one of the cheapo things you can buy at Target or whatever. Shooting macro involves getting in close, and a tripod that only allows you to stick your camera on top isn’t going to cut it. Ideally, you want one that allows the legs to spread out individually, at different angles, to allow you more freedom in locating the camera. It’s also nice to have a removable center-post, which you can then reverse to get the camera right down near the ground. For real versatility, there are brands like Benbo, which allow you to move the camera to almost any height and any angle.
The magnifying add-ons mentioned by AaronX (usually called close-up lenses) can be a useful, and much cheaper way of getting up close, although if you buy cheaper ones, they can have a noticeable effect on image quality, especially at wide-open apertures. You need to stop the lens down to minimize this problem. This isn’t an issue with extension tubes, as they don’t add any glass to the equation.
Napier’s solution of reversing the lens will also work, and i think you used to be able to buy fittings that would actually allow you to mount your lenses reversed. Seems like a lot of effort, though. Also, with digital cameras it’s often best to minimize the number of times you take lenses on and off the camera, because dust can get in and get on the sensor.
One thing that is important to some photographers who shoot macro is something called bokeh. That is basically the shape of the out-of-focus or blurred areas produced by the lens. Because depth-of-field in macro photography is so shallow, there are often pretty large areas of out-of-focus background in the shots, and the way that these out-of-focus areas look can have an effect on the aesthetics of the image. Some lens are known for having nice smooth bokeh, while others produce bokeh that is not as pleasing to the eye. It’s a rather subjective thing, though, and not everyone likes the same type of bokeh effects.