Sigma 70-300mm macro?
Not a good choice for pure macro - its not a real macro lens

. It will get close up shots and flower photos are where this lens really shines, but won't let you get close enough for those highly detailed insect shots - plus its a tripod lens - meaning its not very good handheld - least I have never found handheld results to be consistantly good enough for me.
Better would be to look at the macro prime lenses - those are proper macro.
sigma do a good range - 105mm, 150mm and 180mm macro with the latter two also able to work with their set of teleconverters - which can give great background blur results:
example with the 180mm
http://www.juzaphoto.com/eng/articles/sigma_180mm_macro_review.htm
Canon and nikon (not sure which system you are on) also do a good range of macro lenses (micro for nikon which makes me think you are canon). A point about the canon 100mm (the most used macro lens for canon cameras) is that whilst it is cheaper then the sigma 150mm it comes with neither lens hood or tripod bracket - whilst the sigma does. The braket is not essentail, but the lens hood is very important