Experiments in macro photography have been frustrating for me because focus is a real challenge and getting adequate lighting is next to impossible if you get too close to your subject.
There are lenses that you can buy that offer specialized optics for macro photography, but it turns out that you can achieve pretty good results with the standard kit lens and an attachment called an extension tube.
The extension tubes can be bought for about $100 (I got a kit of 3 of them). They don't have any glass in them and mostly just serve to move the lens forward from the sensor to allow you to get really close to your subject.
Getting close to the subject presents problems with focus and with light, but fortunately with modern SLRs (I have the Canon 50D) the ability to shoot in "live view" mode and focus using live view makes focusing a great deal easier than it was with the older SLRs.
Most macro photographers end up finding specialized ring lights or getting some sort of off-camera flash arrangement to help solve the lighting problem. The on-camera flash is not suitable because of the strong shadow you get from your lens itself when you are shooting really close.
I found some links to rather sophisticated looking home made ring diffusers and eventually settled for something as simple as the foam plates that you can buy at any supermarket (made from some sort of polystyrene).
All you have to do is cut a hole in the plate a little off-center. Make it just a little smaller than the width of your lens and then slide the plate over the lens so that the longer portion is in front of the popup flash. Because the plate is a white foam style, it will diffuse the light in a way that lights from pretty much all around the lens.
This spider was shot using this lighting technique.