Firstly, don't bother counting pixels. Because the number of MP is a marketing status symbol, most cameras have sensors with way too many pixels for the quality of their optics. All that those pixels really achieve is to waste storage capacity, and of course, make the camera look better on a spec sheet comparison with other models.
Daylight works well because it's diffuse. With macro shots, getting enough light onto the subject is key, and well diffused light ensures that no parts of the photo will be in shadow. Bear in mind, all the light needed for your photo has to come from a very small area, so that area has to be brightly lit.
Set your camera into macro mode, and zoom the lens to its widest. Most lenses will focus closer at the wide end of their zoom range than at the telephoto end, so even though it's tempting to use the tele end to 'zoom in' on a small subject, you'll actually get greater magnification by setting it to the wide end and bringing the camera closer.
An on-camera flash really isn't useful, it's a very harsh light and it's located in completely the wrong place. You're much better off turning the flash off and using a desk lamp instead. If you have a mini tripod, use it. If not, hand-held is OK but use a high ISO setting to avoid camera shake.
You don't need expensive hardware to take passable macro shots. I keep a Canon Ixus 800IS in my desk drawer, which I use to take quick snaps of boards to document assembly problems, modifications and so on. Take the time to light the subject properly and, above all, get it in focus. The depth of field when close-up can be very shallow (use a small aperture if you have enough light), so take the time to make sure the important part of the subject is as sharp as possible.
If you want really good macro shots, there's no substitute for a DSLR with proper off-camera flash or ring light. When quality is really important, I shoot with a Canon 5DmkIII, a 550EX flash (triggered from an ST-E2 transmitter), and a 50mm f/1.4 lens mounted on a set of Kenko extension tubes. The simple 50mm lens is optically excellent, and the extension tubes allow it to focus as close as necessary.
The image quality in terms of sharpness and detail from the DSLR is great, of course, but what really makes for better photos is better lighting. The 550EX isn't ideal, but I can place it exactly where it's needed, and a business card makes a good diffuse reflector to bounce light into areas that would otherwise have been in shadow.