While the 500D canon macro filter will do a good job, it is really only a quick fix. I have got more and more into macro this past few months, and i worked out quickly that for good shots i would need a macro lens.
I went with the canon 100mmF2.8Macro, very sharo thorugh the range and very nice contrast and color.
the nikon equivilant is also very highly regarded! I woulld stay away fromt he sigma one, it isn't as sharp as it cud be.
Another good lens is the Tamron 180mmF3.5 DI
Macro! Very sharp, and gives you more working distance between you and the subject. This is handy when photographing insects and small animals that scare easily.
If you plan on getting into macro seriously i can reccomend a good tripod and a flash that will help get good pics. I use a benbo trekker 1 and a manfrotto 444 carbon tripod for macro and they are both very good, they both offer low level positioning which is a must for macro!
5D2/7D/1D2(soon to be a 1Dx) 17-40L/24-105L/70-200F2.8L/100-400L/24F1.4LII/50F1.2L/85F1.2LII