100mm is very popular for a macro lens, but as you've noted, other focal lengths are available. I myself use a Sigma 180mm. It allows me to shoot at 1:1 from a bit further back, but sacrifices a bit of DOF in the process, whereas the shorter focal lengths will give you the opposite in trade-off; A bit more DOF, but somewhat less working distance to subject.
For Canon users, there's the outstanding and somewhat specialized (and somewhat pricey) MP-E 65mm lens that will REALLY get you close up and personal with your subjects.
If the price of a good, dedicated macro lens is currently out of your budget range, a good alternative is a set of extension tubes. Kenko makes a very popular set that will interface with your camera's electronics the way one of your lenses would. Cheaper extension tubes do not, but can work just fine with a bit more effort.
In the same vein as extension tubes, bellows can be had at reasonably low prices that give more range than extension tubes, mainly by the fact that they can be extended further than the three extension tubes that come as a set all together. Either can use different lenses on the end, changing your field of view and magnification.
Another inexpensive alternative are macro filters that screw onto one of your existing lenses.
Yet another way to go that's inexpensive is a lens reversal adapter. It mounts to your camera just like a lens, and allows you to attach a lens to it backwards by screwing the two together like a filter.
One more way that comes to mind is a combination of lenses facing each other with an adapter that screws them together using the filter threads. I have no experience with this method, but others on the forum have used them extensively. I believe 480sparky has a lot of experience with them and can help if you're interested. This is macro at microscope levels. See Sparky's Uber-Whatsit Games threads in the macro section of the forum to see what it can do. I myself use an actual microscope with an adapter for my camera to get crazy-close enough to see individual blood cells.
In most of these cases, your biggest issue is going to be light. Because you'll want as much DOF as possible for a lot of your macro work, you'll end up stopping down your aperture like crazy, or at least as far as you can go and still get good, clean, sharp shots from whichever lens you're using. Because of that, you'll soon be looking for ways to pour a LOT of light onto your subjects. So if you don't have lights besides the one built onto your camera, you'll want to start thinking about the costs involved with that too.
In studio situations where you have a lot of control and your subject isn't moving much (or at all) getting a lot of light isn't too difficult, especially if you can use long exposures on a tripod. DOF is easier to deal with as well, because you can get into focus stacking. If you go that route, you'll want to start looking at focus rails as well, and a geared head for the tripod is VERY helpful also.
But on-the-go type bug hunting is a lot different, even in bright sunshine. When you and the camera are moving and the subjects (often bugs) are moving, the whole dynamic of shooting macro changes. Some folks have successfully rigged up DIY methods of using their on-board flash. I made an inexpensive DIY flash holder that holds two speedlights, and it works very well for me. You can see it
HERE. There are also macro ring lights made specifically for the purpose and, as usual in the photo equipment game, the best will cost you a pretty penny.