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.
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.