I love doing macro shots (I don't know why). I got a lot of practice taking shots of accessories like blasters on my Hasbro 3 3/4" Star Wars stuff. I also had done a couple of reviews of Sideshow's 12" Star Wars stuff and posted them on SSG.
Here is one I did today of Faramir's arrow tip.
I have found that there are essentially 5 things to play with for good macro shots. They are:
1) As mentioned, a macro setting on your camera
2) Ambient lighting, for digital cameras (mine at least) lighting helps one hell of a lot.
3) Stability, for obvious reasons
4) Highest resolution setting on your camera, like a blank canvas to work with. The bigger, the better. You can always crop the pic to size after you shoot it. The pic above was done on 2560 x 1920.
5) High zoom power, can enhance the macro proximity if you have to stand back to keep shadows from the camera out of the pic. I used zoom on the above pic as the sun was at an angle and I had to take the shot from about 6-8 inches. I will get a macro flash for my camera, but they are about 250.00 by themselves.
I have a Sony DSC F707. It is a great 5 MP camera that went for way too much when it first came out. You can get them on eBay right now in very good condition for about 250.00. Maybe even less, it has been a while since I checked. There are higher resolution cameras on the market for that price, but I really like this one even though it is a little older by today's standards.