If your camera offers a full manual mode then you should use it in first place without a doubt. This is the best mode to use. One has to adjust the aperture and shutter speed and for people who use an external strobe, full manual mode is highly recommended. The only disappointment in this feature is that one loses TTL (in certain cameras), but this can be compensated by setting the strobe power manually.
Most people prefer using an auto mode for macro photography, when using an internal flash on a compact camera. One must consider using full manual mode in this case. There are many people who worry about shooting in full manual mode as there is a myth of full manual mode being difficult and perplexing. There are setting adjustments required but in reality they are simple to handle. One can start with the initial settings and then change one parameter at a time.
Aperture and shutter priority mode are the exposure modes which are controlled by the camera itself. Aperture and shutter priority modes are semi-manual or semi-automatic modes. These features are really helpful as they give you some control over the settings. At the same time they make sure that you get a well exposed image as the camera is engaged in some decision making.