I use a Canon S3 IS, it's fairly old now, there's an S5 and I think a whole load of new models have just been released/announced, but it handles macro reasonably well! And you should be able to pick them up for very little now. I don't know how close you're planning to go, here are a few examples:
Hope this helps!
Its an SLR, but how about an Olympus E420? They are nearly half the wieght of the 20D, and the 35mm macro only wieghs 165g.
I had the Fuji S9600 before I got my DSLR, the macro is good. It's got a 'super' macro setting which gets you pretty damn close. It's not the lightest of bridge cameras but like you say their won't be any additional lenses to carry.