I wouldn't get the 40mm macro. I own a 35mm macro (working distances between the two are very similar). Now its a neat little lens, and a nice one to walk around with on a crop sensor; however when you go beyond close up and start to get toward the 1:1 magnification you end up with problems. The lens is very very close to the subject, so close that you'll certainly be shadowing it with your body and lens, plus you'll find it very hard to get good lighting into the shot even with flash.
It's a nice close up lens focal length with added macro features to get close if you need to; but not one I'd pick for doing macro with as a primary macro lens.
I'd suggest 60mm at the shortest and ideally 90mm or longer as an ideal starting point.
Tamrons 90mm f2.8 macro is a good budget starting lens - Nikon also has a 60mm macro; Sigma make a very fine 70mm macro and also a 105mm macro (newer edition of this now has OS which is similar to Nikon's VR).