First (and best) thing to do when entering the realm of macro is to forget about depth of field. There is none. So where you put focus becomes all important.
And it's not just that there is no DoF to begin with, stopping down a lens beyon a stop or two (in a futile attempt to gain some DoF) will seriously degrade image quality (no matter whether 4x5 or 35 mm format).
There are two approaches to macro: composition (or format) -driven and magnification-driven.
The first (composition-driven) takes the frame of the camera, and tries to compose the image inside it, no matter how large or small the magnification needed.
The second (magnification-driven) selects a desired magnification first, and choses the format that will best suit the image.
Both have their merits. The first makes do with the equipment you happen to have. The second ensures that image detail is not sacrificed to whatever equipment you happen to have.
Generally, the larger the format, the more cumbersome setting up a shot is, particularly when using the composition driven approach, since with increasing format, the magnification will have to increase as well to keep the image the same.
So a compromise is called for: use whatever format is most practical (i.e. smallest) and will still deliver the detail you are after.
For small prints, 35 mm format often is the best choice.