There are many ways of doing macro, either supported or unsupported. Both work well, depending on how you wish to shoot, or rather, how much time you have on your hands. One thing for you to consider, if you relied on natural light, you would most certainly need a tripod - no doubt about it because stopped down to f/22 or smaller, your shutter speed will be far too slow. Most people who shoot macro use artificial light, i.e., flash. Using flash simplifies the dilema because you can forgo the metering and set a manual exposure based on using your TTL flash. Just set your aperture to f/22, as an example, and your shutter speed to anything above 1/125 up to your max sync speed, and you're always guaranteed sharp results. I shoot with a micro nikkor 105mm f/2.8D, and shoot unsupported at 1/125 and f/22 all the time using my SB-600 and omni with no problem. The only other thing you could do, if you wish to use natural light, would be to open up your aperture and bump your ISO. I wouldn't recommend it for two reasons: Noise and depth of field. You want your macro shots crisp, with the least noise. I usually don't go above ISO 200. And you really need a tiny aperture to keep as much of the subject in focus as you can, unless a really, REALLY shallow DoF is a goal for your composition. At close focus, it's really shallow.
At any rate, I know a guy who shoots in natural light, supported by a tripod, who uses a drop of Karo syrup, placed on the petal of a flower to entice his subjects. It's clear, looks like a water droplet, and critters love it. That's a thought, anyway.