I do a lot of macro photography, mainly still life, so I have lot’s of time to spend on setting up the exposure correctly. : ) As it’s still life, I often use a tripod, thereby doing away with the necessity for a “fast shutter speed”.
The most important thing in macro is the aperture (assuming you’re on a tripod). Therefore, I set the mode to ‘Manual’ and adjust the aperture to whatever is needed, then I watch the exposure reader while adjusting the shutter speed to get a correct exposure. I then take a test shot and check for blown highlights in Playback mode.
Of course when you’re working with “still life” and wind at the same time, that changes the variables quite a bit! Now all of a sudden the shutter speed is most important! Having perfect focus and DOF does no good if your subject is a blurry mess from wind-induced movement! You’ll find with macro photography that you often need a faster shutter speed than you might think! I have been tricked into thinking that I hadn’t focused correctly, when, in fact, it was motion blur that was the cause of the slightly blurry picture!