I always try and keep aperture as open as possible, and rarely go narrower than 5.6-8 on crop digital, 8-11 on 135, 11-16 on 120, and 22 on 4x5, for the diffraction problems. But if you're shooting movies, res is lower so maybe you can get away with it for higher DOF.

But as IC said, effective aperture gets narrower with magnification anyway. The only way to get decent DOF with macro is to a) stack digitally, b) tilt/swing, or c) get shorter focal length lenses. Regular retrofocus SLR wide-angles won't work with macro, that why there exist dedicated macro lenses like Canon's MP-E 65 for 1-5x mag, and the Olympus OM 38mm and 20mm lenses. They won't focus to infinity, but they'll get you up to 12x mag, there's a reason they'll still set you back $500+...