One of the best things about DLSR cameras is that they give you a lot of control over focus, exposure, and depth of field, allowing you to choose exactly how you want your picture to look.
When I photograph flowers or plants, I usually like to use a very narrow depth of field to emphasize the subject. By shooting in Aperture Priority mode on my D40x, I have full control over the depth of field. Large apertures give a narrow depth of field, while smaller apertures put more of the picture in focus. In Aperture Priority mode, you can lock in a particular aperture setting while the camera chooses the appropriate shutter speed for the proper exposure. With most zoom lenses, the maximum aperture depends on the zoom settings. In that case, if changing the zoom level reduces the maximum aperture, it will reduce the aperture automatically to the maximum setting at that level.
For maximum aperture size, nothing beats a 50mm f/1.8 or f/1.4 prime lens. The zoom lenses I own only go up to f3.5 or f4.5, so I usually use my 50mm f1.8 if I want to work with depth of field.
After the break are some pictures I shot today illustrating different aperture settings.
All of these shots were taken with my 50mm/f1.8 lens, which has the largest aperture.