A big difficulty with taking macro shots is the short depth of field that you get up close. In #1 this is evident, as not enough of the moss/plant is in focus for it to be interesting to look at.
#2 the focus looks okay, but you need ot either get closer or give it a crop. I'm not a fan of the surface the bug is on, it's bright and colourful whereas the bug is dull and grey - kind of the opposite of what you want to make the subject stand out.
#3 I don't find appealing or interesting at all. If the focus was tack sharp on the water droplets it might be a bit better but it's always going to be hard to make a leaf look interesting. One way is to use some form of backlighting so that you can see the veins (whatever the proper name is) in the leaf. this can be an off-camera strobe or just the sun, you just need to angle the camera right to get the light behind the leaf.