Whether you want a flash or not is basically up to you.
I find macro photography with flash easier because it allows me to use faster shutter speeds even with smaller apertures.
When you are going to decide on what flash to use there's a few things to keep in mind:
How much are you willing to spend and what do you want to use the flash for?
The spending question is pretty straightforward, are you willing to spend a lot on more advanced flashes/flash kits or would you rather save some money and be satisfied with a less advanced but still very capable flash?
The second question may sound a bit stupid. We're in the macro photography forum and you're asking what flash to buy, obviously you want to use it for macro photography.
However, the real question here is: What else do you want to use it for?
If your only interest is macro photography you could look into all kinds of macro setups, ring flashes, etc.
If you would also like to be able to use it for human portraits or stuff like that a ring flash may not be such a good idea...
Here's a few options for you.
The cheapest way to achieve at least decent macro lighting is by simply making your own diffuser for your pop-up flash.
You may think: 'But the pop-up flash sucks!'
Well it's actually fairly decent for macro photography when you diffuse it, the reason being that your subject is so small and so close to your camera.
And you'll have to admit, you're not going to get anything cheaper than this easily.

Just 2 random Google results on homemade pop-up diffusers for macro:
Michael Levy Photo DecorStudio & Lighting Technique Forum: Digital Photography Reviewnother option would be the 'standard' off-camera flash.
You know, those things used for everything from lighting human portraits to...well macro for example.
Just throw one on the camera, handhold it (if you have a free hand) or place it somewhere close.
Because it is off-camera you are able to adjust its position (may not always be easy but it is possible) thus giving you more control over the lighting.
These flashes are available in a large variety of prices.

It may be a good idea to get a diffuser for a flash like this too. These can simply be made by yourself if you want to.
A third option: Macro ring flashes.
These flashes are specially designed for macro photography.
They are placed at the front of your lens which makes sure your lens is not in front of the flash and the light is close to your subject.Canon Macro Twin Lite MT-24 EX
A disadvantage of this flash is however that the light comes directly from the front, this doesn't really give you a lot of lighting options.
The results are still very nice usually though and it is rather easy to work with so it is a good option for macro lighting.
These flashes are somewhat more expensive than the off-camera flashes (I think they are roughly the same price as some of the more expensive off-camera flashes).
The last option I'd like to point out is the macro flash kit.
These kits are designed to give you easily controlled lighting on close distance.
Basically it is a ring which is placed at the front of your lens and two (or more) flashes on that ring.
These flashes can be moved on that ring to control the direction of the light.
A control unit is placed on your camera with which you can control the strength of your lighting and things like that.
I myself own a kit like this and I find it really easy to use and it gives me good results.
They are however a rather expensive option at around $800-$900.
For Canon users like you there is the Canon Macro Twin Lite MT-24 EX which is dedicated for macro use.
Nikon has a nifty kit, the Nikon SB-R1C1 Macro Kit, which can also be used for other types of photography because of the way the control unit works with the flashes.
I hope this helps you somewhat.
