Here is a set of comparison photos of the same macro subject taken at different f-stops. Each of these photos have photographic and artistic merit. It is a matter of personal opinion as to which image is best. 
The cucumber vine and leaf were about 10 inches from the camera. The background leaves were 1 to 1.5 feet behind the subject. 
All of the photos were taken at the same time using a Canon 100mm f/2.8 macro lens on a Canon 30D camera, using a tripod and remote. 
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| 1/1600 sec.   f/2.8  ISO 400 | 
 
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| 1/640 sec.   f/4.5  ISO 400 | 
 
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| 1/320 sec.   f/6.3  ISO 400 | 
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| 1/200 sec.   f/8  ISO 400 | 
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| 1/100 sec.   f/11  ISO 400 | 
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| 1/30 sec.   f/22  ISO 400 |