Some cost more than the camera itself. whether it worth the money or not, it varies from person to person.
The best way to do of course is getting a dedicated 1:1 macro lens (or even high magnification). And also depends on what type of macro shot you are planning to take.
Personally, I prefer to use a macro lens that has the focal length around 100mm when taking a macro shot of an insect.
This one should work with your camera since it is a AF-S lens
Nikon 105mm f/2.8G IF-ED AF-S VR Micro Nikkor
This one from Sigma is also good. But your camera may not be able to autofocus the lens.
Sigma 105mm f/2.8 EX DG Macro
This one from Tamron receive good review too. And it may not AF with your camera as well.
Tamron 90mm f/2.8 Di Macro 1:1 SP AFDG Macro
And there are some other cheaper way to do it.
The Canon close up lens 500D is a screw on filter like lens that allow you to focus closer. I believe Nikon has something like that too. But since it is a screw in type lens, so the canon one should work on other lens as long as the thread size is correct.
You can also use extension tubes to do close focusing. There are extension tubes that have electrical contacts so that the lens that attach to the extension still able to communicate with the camera.