I would not worry about vibration when using a macro lens, since the camera is on a tripod. VR, or IS helps reduce the movement of your shaking hands when you are holding the camera.
There are some zoom lenses that have macro capabilities, Sigma has such (70-300mm macro), which is macro only on 300mm. Such a lens at 300mm won't focus on a subject within 4' or so, while a 100mm lens such as the Canon EF 100mm f/2.8 Macro will focus within a few millimeters.
A shorter lens 50mm, 65mm, 100mm would be an excellent choice for getting the front glass real close to the subject, but quite often you may have to use a ring flash for true macro shots (like the eye of a dragonfly), but if you are using daylight to take close-ups of insects, you may not have to use the ring flash.
Ring flashes from Sigma and Canon cost from a little over $300.00 to over $500.00.
The folks in this forum have already answered any questions you may want to ask about macro photography. Just search for what you want to know (while there, take a look at Lord V.'s macros):
http://photography-on-the.net/forum/forumdisplay.php?f=38
I took these with a Sigma 70-300mm (macro at 300mm):
An this one with a 200mm Canon prime (not a macro lens) coupled to a 12mm Kenko tube:
Please notice the differences, since none of these photos are true macro, just close-ups. I also have and recommend a Canon 65mm or 100mm macro lens for "real" macro photography.