I hear you, but at least for my first several experiences with macro, I was always shocked at how little DOF I was getting. I'd fire away at f/16 only to find a result that looked like f/1.8 on a normal subject. So yeah, definitely use the aperture that gives you the creative result that you desire. Just be aware that you'll be stopping down way, way, way more than you expect. Honestly, probably another stop or two more than that.