Like everything in photography, every benefit comes at a cost.
We all know about "stopping down" to increase depth of field. But at a certain point, every lens reaches a diffraction limit - a point at which resolution begins to degrade. If the situation calls for the DOF to be more important than absolute resolution, then by all means stop down. But realize that stopping all the way down should not always be your ultimate goal.
A good explanation to this can be found here.
Two examples here. Both scenarios shot with the Canon 180mm f/3.5L macro lens showing the uncropped and cropped sections. The 2nd example shows the other byproduct of stopping down to tiny apertures - every little speck of the smallest dust particles on the sensor is revealed to its full ugly glory.