First of all, what lenses do you already have?
In some cases, you can simply get macro extension tubes to use with lenses already in your kit, and those will allow for closer focusing and higher mangnifications. The Canon tubes are quite good (you'd need the "Mark II" version, to use them on EF-S lenses), but are only sold individually in two sizes (25mm and 12mm) and work out to be pretty expensive. The Kenko set of three is equal in quality, give you more sizes (12mm, 20mm, 36mm) to work with and are a better value overall (if you want to use them with an EF-S lens, you need the ones marked "C/AFs", note the small "s"). Less expensive and more plasticky are the ProOptic (Adorama) and Zeikos/Bower/Vivitar/yada/yada that are less than $100. Again, if you want to use with an EF-S lens you have to be careful to get the more recent versioin that allows those lenses to mount. There are two grades of these, too: One with metal bayonet mounts and a cheaper one (sometimes under $50) that has plastic bayonet mounts. I wouldn't want the latter, personally.
Finally, there are cheaper macro extension tubesets.... some even less than $10. Forgetaboutit... they lack the electronic contacts so are a pain to use.
Macro extension tubes might be paired up with an 18-55 or 55-250 lens, for example, to make either of those lenses considerably closer focusing. The longer the focal length, the more extension you'll need to get really high magnifications. But there's a lot of flexibility and ever since I learned about using macro extension tubes 25+ years ago, I've made a point of having a set or two in any camera system I've used. They are very hand and versatile. Not to mention, affordable.
True macro lenses are easier to use in some respects, but of course cost much more than using extension tubes with lenses you already have. Typically, too, you'll be able to get to higher magnifications with a true macro lens.
If you decide to go with a true macro lens, next you have to decide a focal length that will work well for you. The focal length decides how much working distance between you and your subject. Too short a focal length will put you right on top of the subject, where you might scare it, cast a shadow on it, or get bitten or stung by it! Too long a focal length gets hard to handle, is more likely to require a slow shutter speed and a tripod.
For most people using a crop sensor camera like the XT, I'd recommend a 60mm to 105mm macro lens to start out. That gives you quite a few to choose among.
Canon 60/2.8 EF-S
Tamron 60/2.0
Sigma 70/2.8
Tamron 90/2.8
Tokina 100/2.8
Canon 100/2.8 USM
Canon 100/2.8L IS
Sigma 105/2.8
Sigma 105/2.8 OS
The shorter focal lengths are more compact, take up less space in your camera bag and weigh less.
The Tamron 60/2.0 is the only f2 lens in the bunch, interesting possiblities to use it for portraiture, too.
The Canon 60/2.8 and Tamron 60/2.0 are the only "Crop Only" lenses in the bunch.
The Canon lenses all have fast, accurate USM autofocus... not a big deal for macro because a lot of the time it's easier to manually focus extreme close-ups. But it definitely can make a lens more widely useful for non-macro shooting. Sigma offers some lenses with HSM, their version of USM. Tamron has just begun offering similar USD on some lenses. If you consider any of their lenses, you'll have to check to see if they have it, if it's a concern to you. Otherwise, test the focus speed of any lens you consider... it can take a macro lens a long, long time to focus, since it has to adjust all the way from infinity to 1:1.
The two Canon 100mm lenses can be fitted with a tripod mounting ring, optionally and at an additional cost (there are cheaper knock-offs on eBay and elsewher). This can be a nice and handy feature in some macro shooting situations.
The Canon 100L and new Sigma 105 OS are the first macros for Canon to offer image stabilization. Be aware that it's of somewhat limited help at high magnifications, might be most useful for non-macro distances. It adds a lot to the cost of the lens. Nice, if budget allows. But frankly I'm not rushing to replace my non-IS 100mm Canon lens.
The Canon lenses are Internal Focusing (IF). This type of lens is larger to start with, as well as more expensive, but doesn't extend during focusing... it's all done internally. Other lenses on the list, you'll have to check for yourself. I imagine most are not IF and macro lenses can and do extend a lot, when focused to their highest magnification. This cuts into your working distance and can change the balance of the lens.
The Canon lenses have focus limiters, a switch that which allows you to restrict the focusing range of the lens and makes for faster focus... tends to be most useful for non-macro shooting.
Pretty much all of the listed lenses have very high image quality. That should the least of your concerns.
One lens I don't recommend to first time macro shooters is the Canon MP-E 65mm. This is a super high magnification lens that's very cool, but harder to work with. It's pretty much "tripod only", but gives 1:1 to 5:1 magnification. It's manual focus only, not IF so it extends tremendously at highest magnification/closest possible focus.
I also don't recommend starting out with one or the other of the 150mm to 180mm lenses, especially folks using crop sensor cameras. These lenses have very shallow depth of field, so force you to stop down more, use slower shutter speeds, and more likely than not need a tripod. They are great, but more specialized. They also tend to be slower focusing, so often are less useful for non-macro purposes.
The Canon TS-E 45mm and 90mm lenses are also useful for close-up and macro work. They are, however, somewhat specialized (allowing some control of perspective and the plane of focus), pricey and manual focus only.
The four macro lenses I use with my Canon kit...
Oh, and incidentally, I sometimes use macro extension tubes along with a macro lens, for higher than 1:1 magnification. Over the years, I know at times I've used extensioin tubes with lenses ranging from 20mm to 500mm.
There are other methods of shooting macro... each with their pluses and minuses:
Close-up filters or "diopters" (Canon 250D, 500D) seem simple, but are limited to lenses with their particular filter thread size. They also can potentially suffer from flare and loss of contrast/color saturation. It helps to buy really high quality, but by the time you do that in some of the larger sizes, you are spending more than a more versatile and universally useful set of macro extension tubes or a long ways toward buying a dedicated macro lens.
Reversing rings are another way.... flipping a lens around and mounting it backwards on the camera makes it focus closely. It can be quite effective. However, you lose the camera to lens contacts doing this, and that makes for manual focus, plus probably much more importantly, manual aperture control. It's possible, but a pain to do.
Stacking lenses is yet another method.... Usually it involves reversing a shorter focal length lens and screwing it into the front of a short telephoto mounted on the camera. The reversed/stacked lens acts as a big fancy close-up lens, in effect. This can work well, but you need lenses that have similar enough filter threads and have somewhat limited choices of focal lengths. For example, a 28mm or 35mm lens might reverse well on a 100mm or 135mm main lens. There also might not be any way to easily shade the reversed lens (now with its bayonet mount serving as the "front" of the lens).
Bellows and helicoids are sort of adjustable extension tubes. I just recently found a helicoid that's offered for use on Canon, which I might give a try. The range of extension is fairly narrow, though... something like 46mmm to 68mm, if memory serves. Still, that might be useful and I intend to try one. It does offer a means of camera to lens communication (so the lens focus and aperture both can be controlled).
Bellows, however, mostly don't have any means of camera to lens communication, that means no autofocus and - more problematic - no control of the lens aperture. I think only one bellows for Canon exists (Novoflex?) that offers control of the aperture, and it's very expensive.
One of my older macro rigs using a bellows...
Wasn't nearly as portable and easy to use as my current rigs...
