Lighting Macro ring light options

So I have a good Macro lens now and want a good ring flash

In searching I have ones that connect to the hot shoe and ones that do not. Would my camera, (NEX-6), actually control the ring flash in any way?

I am preferring the non-connected one, can anyone explain the difference for me.
 
Dave, do you have links to the flashes you are considering? If one doesn't connect to your hotshoe, it might just be an LED ring light that is either on or off....and not actually a "flash"
 
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