A macro lens is simply a lens that allows closer-than-normal focus. Most fixed-focal-length macro lenses will focus to a 1:1 reproduction ratio — that is, the size of the object's image on the sensor at the closest focusing distance will be the same as the size of the object itself. Some specialized lenses (notably the Canon MP-E 65 f/2.8 and the old Minolta 1-3X macro zoom) will only focus at high-magnification distances (the MP-E 65, for instance, will only produce images between life-size and 5x life-size). Zoom lenses marked "macro" may permit images that are only half life-size or 1/4 life-size.
Taking 1:1 lenses as the norm, they will all give you the same magnification. The focal length determines how far away from the subject the camera can be at a given magnification. Longer lenses can be used from farther away. In most cases, at least with live subjects, longer is better. And being further away means that your camera won't be blocking the light that made the subject interesting in the first place.
It is not necessarily true that you need a special macro lens for close-up shots. It really depends on how close-up you need to be. Most of the kit zoom lenses will get in tight enough for florals and such; it's only when you want a very small subject to take up a substantial proportion of the picture that you'd need to go to a special lens. Even there, though, you often have alternatives like extension tubes (spacers that move the lens further from the sensor), close-focus filters ("diopters"), and reverse-mounting or stacking lenses. The problem is that, unlike most macro lenses, you can't focus far away with the same set-up you use for close-focusing — you lose the ability to achieve infinity focus, and may not be able to focus more than a few inches away, depending on how radical your set-up is.