Most macro lenses are not Internal focusing (IF), so will extend in length when focused closer. The Canon's own macro lenses are among the few that don't, that actually are IF designs. The trade-off is that an IF lens is larger to start with, costs more to make and buy, and that it actually changes focal length when it's focused closer. This latter isn't something you really notice in the field when using the lens, but, for example, the Canon 100mm macro is actually a "true" 70mm, by the time it's focused to the closest point, 1:1 magnification. IF design can be desirable because it cuts into your working distance less... However, some of this is lost because an IF lens is longer to begin with. Left rear: Canon 100mm f2.8 USM Macro with tripod mounting ring & hood. Right rear: Canon 180mm f3.5L Macro (hood & tripod ring incl.).
Also, most macro lenses have slow AF, compared to non-macro lenses. They have to move their focus mechanisms a long, long way to go all the way from infinity to 1:1. They also generally have "long throw" mechanisms, which are designed for precision over speed. Considering how shallow depth of field is at high magnifications, it's fairly logical that a macro lens would emphasize precision over speed. Besides, it's often far easier to focus manually, when taking macro shots.
Canon lenses and some Sigma have USM and HSM respectively, which helps them auto focus faster. Some lenses also have focus limiters, that allow you to restrict the AF mechanism to only operate within a certain range, which also can speed up focusing. AFAIK, all but the Canon 50/2.5 Compact Macro have a limiter. Third party lenses, you'd have to check. Some have it, others don't.
Even with these additional features to help with focus, a macro lens is still not likely to focus as quickly as a non-macro lens. This probably will effect using the lens' for non-macro purposes, more than for macro shooting. For example, I have the Canon 100mm USM Macro and 180L Macro, also with USM. Both have focus limiters, they are virtually identical in design, besides the focal length. The 100mm is a little slower than a non-macro lens, but close and pretty usable for various non-macro purposes. The 180mm, on the other hand, is considerably slower focusing and not nearly as useful for non-macro purposes.
I would recommend for general purpose macro shooting a lens in the 60mm to 105mm focal lengths. These give reasonable working distance, yet are not so long as to be difficult to get a steady, handheld shot a lot of the time. There are quite a few macro lenses within this range... all with top image quality, so that's the least of your concerns.
Canon EF-S 60mm f2.8 is a nice, compact lens with USM and limiter. It is a "crop only" lens, and there is no optional tripod mounting ring.
Tamron SP 60mm f2.0 Macro/Portrait is a relatively new lens that offers an unusually large aperture and so gets marketed as both a macro and portraiture lens. It is also a "crop only" lens and Tamrons are not known for particularly fast focusing (they are introducing some USD focusing lenses that are similar to Canon USM and Sigma HSM, but this is not one of them yet).
Sigma 70mm f2.8 is a lens that's been around a while. Don't know a whole lot about it, except that it's not limited to crop cameras only, doesn't have HSM and can't be fitted with a tripod mounting ring.
Tamron SP 90mm f2.8 Macro is a design that's been around in one version or another for a long time and has been very successful. Over the years I've used three or four manual focus versions of this lens and have high regard for it. The current version with AF is not USD either, nor IF and cannot be fitted with a tripod ring. It's full frame compatible, as are all the rest on this list.
Tokina 100mm f2.8 Macro is another very well regarded third party lens. It is not going to be fast focusing, Tokina doesn't yet have a USM/HSM/USD type focus mechanism in any lens. As a result, it might be fine for mostly macro, a little less useful for non-macro purposes.
Canon 100mm f2.8 USM is the more affordable of the two Canon 100mm lenses currently offered. It's a fine lens, IF design, focus limiter, can be fitted with an optional tripod mounting ring (handy for macro shooting) and has reasonably fast USM focus. This version does not have image stabilization, which is of somewhat limited effectiveness at high magnifications, and adds a lot to the cost of a lens. The Canon 100mm USM, non-IS it a bit more expensive than most of the third party choices, but has a few additional features that might make it worthwhile. Note: there was an earlier non-USM version of this lens, too... Now only seen on the used market, it's a bit slower focusing. But some people like it for other features, such as a somewhat recessed front lens element, that might make a lens hood less necessary.
Canon 100/2.8L IS is one of the latest models they have offered and offers everything the non-IS version does, plus IS. This may make the lens a little more handholdable overall... though it's a bit limited how effective IS can be at the highest magnifications. It's also the most expensive lens in this group.
Sigma 105mm f2.8 OS HSM is another lens with image stabilization. A fairly recently introduced model, this lens - and the non-OS version that immediately preceded it - have HSM focus drive mechanism, which is essentially the same as Canon's USM, faster, quieter and more accurate. An older version of the lens did not have HSM. This is another classic lens design, mimmicking a very highly regarded Nikkor Micro lens from the days of film and manual focus.
Lots to choose among... If you prefer and they meet your needs better, there are also 50mm and 35mm macro lenses... or 150mm and 180mm. The shorter focal lengths can be handy for in-studio macro work. The longer focal lengths might be desireable if working with particulaly skittish subjects, or something that bites, stings and/or is poisonous!
The Canon 65mm MP-E is not a lens I'd recommend for someone just getting started with macro photography. Most "walk around" macro shooting is not at the high magnifications this lens offers and it's a more challenging design to use. It would be rare to use this lens handheld and it's also manual focus only.
A couple of the Canon TS-E Tilt Shift lenses are often used for macro or near-macro work. The 45mm and 90mm are quite useful, with their additionial movements that allow some control over the plane of focus and in dealing with reflections. However, these are both manual focus only and don't go to 1:1 magnification on their own (accessory macro extension tubes can be used with them to increase magnification).
There are some other macro lenses available, such as Zeiss, Schneider and Novoflex, among others. But they are mostly higher priced, somewhat specialized options.
There really are macro lenses for nearly any budget. If money is really tight, extension tubes can be used to make practically any non-macro lens you might already have focus closer. There's some loss of image quality with extension tubes, forcing a lens that's not designed to focus close to do so... But tubes also can be handy to make true macro lenses even higher magnifications, or to just make long telephotos a bit closer focusing.
And there are a great many vintage, manual focus macro lenses that can be bought fairly cheaply and adapted to use on Canon. These will not only be manual focus, but also manual aperture. Canon EF mount allows a lot of different mounts to be easily and cheaply adapted: you can choose among old Nikkors, Pentax, Contax/Yachica, Olympus,
Neither vintage lenses or extension tubes are as convenient to use and as versatile as a modern, true macro lens with AF... but they are options. These are the four macro and close-up lenses I use personally, in my Canon kit...
Left front: Canon 45mm f2.8 TS-E with lens hood. Right front: Tamron SP 90mm f2.5 Macro (Adaptall-2, manual focus, 1:2 without adapter, hood & adapter incl.) Macro accessories (shown alongside Tamron 90/2.5 macro lens):
Kenko Macro Extension Tube Set (earlier version, not compatible with EF-S lenses).
Canon 25mm Extension Tube and 2 ea. 12mm Extension Tubes ("Mark I" version, not compatible with EF-S lenses). Old school macro photography... Konica T3"N" with macro accessories.