You really need a good and fast macro lens (minimum f/2.
, preferably around 60 to 100 mm. I see you have a Nikon so I cannot really advise on which Nikon lenses would suit (I only shoot Canon).
I am lucky in that birds come to me as I am fortunate to live in Sydney, Australia, in an area which has a plethora of what folk consider "exotic" birds (which are as common as sparrows here!).
http://www.pbase.com/sheila/wildlifeA lot of shots were taken with my Canon 100 f/2.8 macro which although not an "L" lens, is excellent for macro work. Others were taken with my Canon 300 f/4 L IS which has macro ability.
Here is a shot with a very shallow DOF of a rainbow lorikeet on our verandah
Its generally accepted that the eyes of any animal must be in focus!
Sheila