Olympus has two models of Macro lens available for their digital SLR cameras, one being a good version and the other being the 'platinum' pro version. They cost 190 and 400 USD respectively. Unlike most other cameras, Olympus and I believe Panasonic, use a 4/3rds lens system, so they wouldn't be compatible with other cameras.
I'm hoping to get the 180 version. They accept filters at the 52mm size, as opposed to the 58 as on the camera lens which came with it, so if you buy it, I would suggest a step-up adapter so you can stick to buying filter lenses of a single size.
I do have a 'middle of the line' Olympus C 765 UZ which has Macro built in and would definitely recommend something like it to anybody buying their first camera. This model is a few years old now, though, but it has built in movie shooting (with sound), 10x optical zoom, and is an all-around good, reliable camera with straightforward menu navigation and some nice built in filter features too! (Amazon lists the camera used from 3 sellers starting at 175)
If you are on a budget, look for refurbished cameras like that and you should walk away happy, I hope!