Especially when using small apertures to get a lot of DOF you need a lot of light on the scene, which is why many people use flash for some or all of their close-up and macro work. You may find it helpful to look through the
Show us Your Macro Rig thread. It might be a ring flash, or the on-camera flash, a flash on the camera hot shoe, or off the camera. In some circumstances there are other tools such as reflectors and (non-flash) diffusers which can be useful.
The alternatives to adding light to the scene are to use (some combination of) slow exposures, high ISOs or larger apertures. Some problems associated with these are, respectively, blurred images from subject movement or hand-shake, noise, and narrow DOF. Flash is not without its own problems, such as areas of the background sometimes going very dark or black (which some people don't like the look of, but other people don't mind), and sometimes a very different rendition of the light and colours in a scene compared to natural light.
I think we each need to explore and find combinations of kit, capture techniques and post processing that suit our particular subject matter, abilities, aesthetic sensibilities, and pockets.
Flash is one option (which I use for perhaps half or so of my close-up work), but I wouldn't write off others such as higher ISOs (coupled with suitable post processing) and slow exposures, both of which I use, depending on the circumstances. You may be advised to use larger apertures because of loss of sharpness and detail from diffraction with smaller apertures, but FWIW I routinely use f/22 - f/32 to get as much dof as I can. There is a trade-off between dof and sharpness, and views vary greatly as to which is more important. It is though, I think, a matter of personal taste.