First, most "label" focal lengths are approximate, so there may be a 29mm or a 32mm, but it's likely that they will be labelled 28mm and 35mm respectively (or, in this APS-C-is-a-valid-format world, they may both be labelled 30mm). To my knowledge, only a few makers (notably Hasselblad) will state their actual, measured focal length anywhere but on a data sheet hidden in the manual somewhere.

There is a major sequence of lenses that progresses along an approximately square-root-of-two ratio. Not exactly the square root of two, and some of the common focal lengths are inherited from different manufacturer's systems, but close enough for government work, as they say. That includes the 20/21mm, 24mm, 35mm, 50mm, [a gap exists], 100mm, 135mm, 200mm, 300mm, 400mm, 600mm, and 800mm focal lengths. Along that sequence, each lens's field of view varies by about the same proportion from the one preceding and the one following, so if you're stuck with all prime lenses, you can easily determine which one to use when. But there are notable gaps and additions to the sequence. The spot that should be occupied by a 70-ish millimetre lens is occupied by an 85mm in the prime world. That just happens to give a better perspective than anything on the main sequence for people pictures taken with a certain framing, and so it usurped the place of the 70/75mm lens. (The 70mm focal length was resurected for zooms because one doesn't have to forego the 85mm to get it, nor does one have to buy both.) Similarly, the precipitous gap between the "wide normal" 35mm and the undeniably wide-angle 24mm (on a 135-format frame) necessitated an intermediate length, the 28mm.

Macro lenses tended to have a more exact statement of the focal length. The original reason was that so many of the calculations required for magnification and exposure depended on knowing the actual focal length of the lens. (Which is also why there's a film plane indicator on SLRs to this very day.) These days, the stated focal length for a macro lens is a matter of tradition as much as anything else; internal-focus macro lenses will vary their actual focal length, making old-school manual calculations both impossible and irrelevant. Various makers, though, have stuck with their old macro lengths.

Zooms tend to start and stop at familiar focal lengths so that people know more or less what to expect. Crop sensor cameras threw a sort of a monkey wrench (or spanner, if you prefer) into the works, though, at least as far as the old system went. The familiar 18-55mm lens is the near-equivalent (in terms of field of view) of the once-common 28-85mm full-frame zoom, which was itself an upgrade to the older 35-70mm "normal" zoom. (It used to be a fact that a 2:1 zoom would be acceptable, but 3:1 was really pushing it. Optics have come a long way in a short time.) Those crop-sensor equivalents have become familiar signposts as well over the years, so mixes like the 18-105mm or 18-200mm have a meaning to users of crop sensor cameras. But there are oddballs out there as well, like the 17-whatever zoom that can only be intuitively understood as "a little wider than a 28-euivalent but not quite as wide as a 24". With zooms, though, sticking to a sequence isn't nearly as important as it is with primes.