That would be the best option. All lenses have a minimum focus distance. For
normal lenses this focus distance is too long to get a large image on the
sensor. Those lenses with a very short minimal focus distance are commonly
known as macro lenses although Nikon for some inexplicable reason calls them
Mikro.

However if you just want to experiment with macro photography you can get a
set of add-on lenses that screw into the filter mount of a normal lens. They
are quite cheap (starting at maybe 20$ US for a set of 3), but don't expect
micracles as far as picture quality is concerned.

Another option are extension tubes.

jue

The answer depends on just how large you want the image to appear in
the frame. To fill the frame with an insect you will need a macro lens,
probably the 105mm f/2.8 micro-Nikkor. I use the VR version of this
lens and I like it a lot. It is an expensive lens, though, and a set of
Canon close-up lenses which attach to a normal lens like filters might
get you close enough for your purposes. I don't think Nikon makes
these, but the Canon ones should work fine.

Nikon defines a "micro" lens as one that gives a 2:1 image size ratio
or better. That is, if the image projected on the sensor is half life
size, then it is a micro as far as Nikon is concerned. Interestingly,
the 18-200mm VR is almost a macro by this definition. Nikon's two most
popular macro lenses, the 60 mm f/2.8 micro-Nikkor and the 105mm f/2.8
VR micro-Nikkor will give a 1:1 image ratio. Many photographers
consider that to be the minimum for a macro lens and anything more than
1:1 but 2:1 or less is a 'close-up lens.' Whatever. Photographers will
argue all day long about terminology.

Anyway, a bee projected at 1:1 onto your sensor will be the size of a
real bee. A large bee might not even fit inside the frame. People like
the 105 better than the 60 for bees and flowers because the working
distance is easier to deal with. In order to get 1:1 with the 60mm the
front of the lens is less than an inch from the subject. That will
frighten bees and makes lighting tough, so most people end up using the
60mm lens for things like document reproduction.

Getting closer than 1:1 requires the use of things like extension tubes
and/or bellows. If you really want a picture of a fly's eyeball that
completely fills the frame it is going to cost you both money and
effort. Lots of both.

A long telephoto will also work for some flower shots and it has the
advantage of shallow depth of field. It will also compress a field of
flowers together giving you the "sea of flowers" effect. Most of these
telephotos will not focus very close, however.

Otherwise, most lenses will not focus close enough to take decent
macros. You can get some interesting macro effects with the 10.5 mm
fish eye Nikkor and even some wide angle lenses, but if what you want
is to do the bee on a flower thing then you are going to need close-up
lenses at the least, possibly a macro lens.

You can either buy a lens with macro ability (sometimes called Micro in Nikkor
lenses), or you can buy a close up adaptor called a close up filter, usually a
set of adaptor lenses that go on the front of your lens. It's like glasses for
your camera.

You need to get the same thread size as your lens objective, or bigger with an
adaptor ring. I use a Hoya close up filter set of three lenses, they are 62mm
and I have a 72mm lens diameter adaptor, I think... There are other size
adaptors available.

They are rated in diopter's,  +1,  +2, and +4, you can put more than 1 and get
anything from +1 to +7 diopter's.

How does the close up filter work you may ask?

Lets say you can focus to a minimum distance of 0.6 meters, (or 2 feet). The
reciprocal of this is 1 / 0.6 = 1.67.

If you install a +2 diopter, this becomes 1.67 + 2 = 3.67

Now the reciprocal of 3.67 = 1 / 3.67 = 0.27

So now you can get twice as close. (about 1 foot)

For +7 diopter's it would be  1 / 8.67 =  0.11 meter or a few inches, very
close!

Of course, the closer you get, the bigger the object in the frame.

If the close up adaptor is on the lens, you can't focus far away anymore... the
more adaptor power you have, the less the range.

Wally,

I got the D80 almost a month now.  What lens did you get with the camera?  I
got the Kit Lens 18-135 f:/3.5-5.6 ED-IF AF-S DX and I've started to do
Macro with it.

Depending on what you have already, you can do Macro now.  There is a Macro
feature on the dial on the left on top of the camera.  Get close, Zoom in to
fill the full frame.  You can even use your built in flash but I would use a
thin tissue paper or something thats white over the flash to keep the light
soft enough for your subjects.  There is a special Macro Light/lens
attachments over in B&H that you can read to get more information.

Not4wood

Others have answered your questions so I'll just mention a good book
that you might want to check your library for -- John Shaw's Closeups in
Nature. The book is a bit old now but the concepts are still the same.
And he's an amazing photographer.