I had an obsession with macro for a few years and swear I tried just about everything out there.
- Extension Tubes
- Lens Reversal
- Lens Couplers
- Raynox
- Diopters
- Dedicated Macro Lenses
Out of my experiences I usually recommend that somebody starts small if they aren't quite sure it's something they want to get into yet. My very first setup was a simple lens reversal ring and an old 50mm 1.8 lens. Manual focus, but got me some interesting shots. Then I picked up some extension tubes which I never really liked by themselves. I did also pick up the Raynox which was a neat 'toy'. I only call it that because it did give me the opportunity to throw it on a telephoto and get some decent shots but it never quite delivered the way I wanted it to. Now I just use a dedicated macro lens, currently I use the Nikon Z 105mm and the Tamron 90mm 2.8 Di depending on the body I'm using at the time. One of my favorite ones over the years (I've owned about 15 actual macro lenses now) was actually the Tokina 100mm 2.8 with that cool clutch style of auto/manual focus. It was a fantastic lens, however when I made the leap to mirrorless the lack of a focusing motor made me decide to part with it. I think if you already know you want to do macro, and don't mind spending a little money on it, go with a dedicated macro lens. If you want more than the 1:1, that's where you need to look into something different. Like the Laowa 2-5x, or any of the other closer than life size lenses.
As for lighting, I have a box full of various diffusers (both purchased and DIY), mini-tripods for flashes, flash mount rigs... even the old Pringles can speedlight trick. I switched to Godox for my lighting awhile back and have the Godox MF12 which I like a lot when I'm going 'bugging' or shooting small flowers and such. I plan to pick up a couple more of them as I only got the 2 pack, ultimately want 4 of them. It's not too heavy to work with, but gives excellent control (granted I made some DIY diffusers to work with it). As long as you have something bright, with a good diffusion on it, you can use anything that works for you. Oh, and I hardly EVER use a tripod when shooting macro so I try to go as light as possible in order to hand-hold.
For fun, this was a rig I made a few years back. It is a Nikon D7100 body, a full set of extension tubes, and old AI manual focus 135mm 2.8 Nikon, and a lens coupler that allowed me to reverse a Voigtlander 20mm on the end. It gave me a ridiculous magnification, but was pretty unwieldy and required a ton of light.
As an example shot from that rig, this is the Eye of Providence from a US $1 bill, no crop, full 24MP file.