I've been interested in photographing bees recently. Rather than buy a macro lens, I spent $32 on a 10mm and 16mm Meike extension tube. Photos are with an A9II + Sigma 35mm f/2, which normally offers a 0.18x magnification. All four are taken as close as the lens will focus. I'm very happy with image quality, especially given that this lens doesn't have a super flat focal plane at its minimum focal distance.
For anyone who tries an extension tube for their first time: you won't be able to focus very far in the distance (beyond about 1 foot in my case). Be ready to get up close and personal.
If you use the same mm of tubes as you do for your lens then you double the magnification. Meaning if you put 50mm worth of tubes on a 50mm lens you will get 2x as much zoom. This is a great way to get to 1:1 macro scales.
I was really surprised how much difference even the 10mm tube made on a 35mm lens. I am not sure how far I'm going to ultimately take this because I think I want a longer focal length (yay flighty bugs) and the amount of tube needed would be a bit excessive. I had OK luck with my 150-500, which offers a minimum focal distance of around 23" and a magnification of 0.32 at the wide end. Sadly, zooming pushes the minimum focal distance out.
The main thing with bugs is to move slowly and never cast a shadow over top of them. If you can do that, then you will get a lot more bug pics.
Oh and I'm sure you already know this but you will also need a flash and diffuser if you want to do any kind of macro.