You sd at least give us ur budget and the fill us in on what type of macro exactly are u into? Flora? Bugs? Daily Abstracts?
For Nikon - There's 60mm/105mm/200mm - only the 1st 2 comes in AFS ver (for ur D5000), but nt that macro shooters care as macro s mostly manual.
For 3rd Party - We have Tammron 90mm/180mm, Sigma 105mm/150mm, Tokina 100mm etc..
For Flash - There are infinite possibilities, much depends on hw u wish to deploy ur setup, as the key is to get diffused even natural lighting for ur subjects..
It really depends on hw deep ur pockets goes
And i suggest you tried googling for "lighting for macro photography" and read more abt it before making any purchase