What's Macro Photography? Technically a Macro photograph shows a subject that is life size compared to the size of the negative of a SLR or sensor in a Full Frame DSLR, that's a 1:1 reproduction ratio aspect. For example, if we take a macro of an object wich is 35 mm long, it will cover the whole frame, no matter what size the reproduction, if we are shooting with a Full Frame camera. Often a ratio aspect of 1:2 is also considered Macro, although that ratio shows subjects wich life size is half of the size compared to the negative or sensor, I preffer to call those pictures Close-up photograpies.
Here is an example of what I'm saying: I shot a measuring tape with my D600, wich is a full frame camera, and my macro lens set at the maximun magnification. As you can see there's exactly 35 mm of the tape.
Example of 1:1 ratio aspect with a full frame camera
What do we need to do Macro Photography? Well, firstly a camera, preferably a reflex, most compact cameras offer a Macro mode, but the pictures you get barely can be cosidered real Macro, we can say they are close-up photograps. The second thing you need is a lens that lets you focus very close to the subject you wish to shoot. If you have the budget, you can consider buying a Macro lens, they are expensive but will give you fantastic results. I personally own the Tamron SP AF 90mm f2.8 DI Macro, wich is a fantastic lens. There are a few others in the market, Nikon and Canon have their own Macro lenses and Tamron and Sigma have good kits too for all the camera brands.
This is my macro lens, the Tamron 90 mm, a fantastic one
If you can't afford a Macro lens, there are other ways much more affordable of doing this kind of photography. In fact if you have a DSLR with a kit lens, like the 18-50 mm wich comes with many cameras for beginners, then you already have everything to do Macro photographs, by doing a simple technique: the reversed lens technique. It consists on removing the lens from your camera, turning it 180 degrees, and holding it carefully and firmly against your camerabody to avoid no light to come inside the camera. You will have to focus manually by moving the camera forward and/or backwards, as there are no electric contact between the camera and the lens. Also with a finger you have move the lever that operates the lens diafragm to the widest aperture.That's all, just find a subject, focus on it and shoot!! It's not easy, you'll need quite a few attempts, but it's a technique that worths a try.Warning!! This technique must be done at your own discretion!! If you decide to do it, be very careful, if your lens fall from your hands it can be damaged, and dust may enter into your camera and your sensor may get dirty!!
You can buy for a low price a reversing ring, wich is a simple plastic ring that will allow you to screw your lens reversed into the camera without the needing of holding it with your hand, they are cheap and will prevent damages to your equipment. Also if you have two kit lenses, like a 18-50 and a 50-200 and such, you can buy other kind of adapter ring, wich will alllow you to screw one lens reversed to the other.
This is an example of those two techniques, the reversed wide angle lens, and the combination of two lenses (image from wikipedia)
Another cheap way of doing macro is with close-up filters. These filters work as magnifying glasses, you just have to screw them into your lens and you are ready to shoot. They usually come in a kit of several filters, each of them will give you a different magnification, and can be used separatedly or can be screwed one onto another to get more magnification. they won't give you the quality of a macro lens, but it's a good way to start with.
Close-up filter/lens (image from wikipedia)
Finally we have the estension tubes, they are placed between the camera and the lens and the result is a decrease in the focus distance and an increase in the magnification that the lens can give. These tubes usually come in a kit of three pieces which can be used individually or all together. Also there are extension tubes with or without electronic contacts the ones with electronic contacts will allow you to control all the features of the lens, but are more expensive; the ones without contacts won't let you control any feature of the lens. The problem with this techique is that a lot of light will be lost and a flash or another kind of lighting could be useful.
Extension tubes (image from wikipedia)