Closeup or macro photography is a lot of work, but it can also be extremely rewarding. Detailed closeup photos of tiny objects can literally introduce you to another world. Here are some reasons why it’s a very challenging area of photography.

Most camera lenses are not capable of focussing close enough to take decent macro photos. Even lenses marked “MACRO” can’t necessarily be used for interesting macro photography - see the section above.
The closeup exposure mode (indicated by a flower icon) on most EOS cameras does not really help macro photography at all. All it does is set certain camera characteristics, such as metering method and motor-wind settings, to make macro photography slightly easier. The icon mode does not alter the lens characteristics in any way.
As noted above, depth of field is incredibly shallow when it comes to extreme closeup photography. This means that your focussing has to be absolutely dead-on.
The usual solution to excessively narrow depth of field problems is to stop down the lens. The problem with that in macro photography is that stopping down the lens limits the amount of light coming into the camera, which can cause problems with lighting.
In fact, since working distance (the distance between the end of the lens and the subject) is often really limited, lighting is usually a problem even if you don’t stop down a lot. Simply because the lens itself blocks a lot of light. For that reason flash units are a very common macro photography accessory, particularly ring-shaped flash units which fit around the end of the lens itself. Such macro ring light flash units often have two tubes so you can control the relative brightness of one side of the image compared to the other. If you’re on a really tight budget, however, you could try putting a translucent white milk jug around lens and shining really bright light onto it.
Unfortunately, autofocus often doesn’t work very well if at all under macro conditions, particularly if you’re using an extension tube. A camera with a manual focus assist aid in the viewfinder screen is a useful accessory, as is a magnifying attachment for a viewfinder so you can see the camera’s focus screen more clearly.
Focussing is often so tricky that experienced macro photographers don’t adjust focus using the manual focus ring on the lens. Instead they physically move the camera closer to or further away from the subject in order to focus. You can buy convenient adjustable rail systems (macro focus rails with one or two rails) that slide the camera back and forth for this type of precise macro focussing.
When you’re dealing with closeup work the tiniest motion is magnified. Let’s say you’re shooting a spider’s web on a misty morning; the dewdrops clustered on the threads like tiny glass spheres. The problem is that the gentlest breeze can set the entire web bouncing, quivering and vibrating so badly that you get motion blur. This is also why you typically need a tripod to do it right. Handholding a camera introduces too much camera blur unless you use a motion-stopping burst of light from a flash unit.
Here are your six basic choices if you want to take a closeup photograph.

1) Buy a true macro lens capable of reaching 1:1 magnification.

(see the previous section for an explanation of 1:1 magnification) This is the most expensive option, since true macro lenses aren’t cheap. However, it’s usually the most high-quality option. True macro lenses come in a variety of focal lengths, from 50mm to 90 or 100mm to 180mm. The advantage of the longer lenses is that they give you more working distance from your subject. A 50mm macro lens isn’t very useful for shooting, say, dragonflies in the wild since you have to be really close to them. A 180mm macro lens, on the other hand, lets you maintain more distance so you’re less likely to frighten them off. Of course, 180mm macros are pretty expensive. A 90/100mm lens is usually the better compromise in terms of working distance and cost.

There are six true macro lenses in the EF lineup which can do 1:1. There is the 50mm f2.5 Macro (which technically only goes to 1:2 or half-size and requires the optional Life Size Converter EF to reach true 1:1), the discontinued 100mm 2.8 Macro, the newer 100mm 2.8 Macro USM, the expensive 180mm 3.5L Macro USM and the EF-S 60mm 2.8 macro, which only fits EF-S-compatible cameras. There is also the unusual MP-E 65mm lens; see below. Another popular macro lens worth considering, though not from Canon, is Tamron’s 90mm macro lens.

2) Buy a diopter (macro filter).

These are round screw-on lenses which fit on the end of a lens in exactly the same way as a filter and which act essentially like magnifying glasses. The amount of magnification you get depends on both the strength of the diopter and the focal length of the lens to which you attach it. Diopters cost no light but can degrade the image slightly, depending on the quality of the product. Still, they’re lightweight and portable and, since they cost no light, usually permit autofocus to work. They’re usually a good approach for beginners looking to explore macro photography.

You can buy both single-element diopters which contain a single piece of glass and two-element diopters which contain two. Two-element diopters are what you want - they cost more but provide vastly better optical quality by correcting certain optical aberrations. Diopters are available in a variety of physical sizes which match popular lens filter sizes, but can be adapted with step rings just like ordinary filters if necessary.

Canon sell two two-element diopters - the 250D and the 500D. The former is intended for shorter focal length lenses, from about 30-135mm. The latter is meant for longer focal length lenses, from about 70-300mm. You can also buy a 500 diopter which, since it’s a single-element accessory, isn’t as good. You don’t have to buy Canon’s diopters, of course - Nikon also sell highly-regarded diopters (the Nikkor 3T, 4T, 5T and 6T closeup attachments) which are actually usually less expensive than Canon’s. Bob Atkins’s Web site has a comprehensive table of magnifications available using different diopters on different lenses.

3) Buy an extension tube.

These are hollow plastic tubes which fit between the lens and the camera body, thereby increasing the distance of the lens to the camera and thus reducing the close focus distance of your lens. (ie: they let you move the lens closer to the subject while retaining focus) Attaching an extension tube means you lose infinity focus but that’s obviously not an issue if you’re using the tube to take closeup pictures. Tubes also reduce the amount of light reaching the film or image sensor (because moving the lens further from the film or sensor plane causes the light to spread out across a larger area).

Unlike diopters, however, they do not affect image quality at all as no optics are involved. The magnification you get depends on both the length of the tube or tubes used and the focal length of your lens - Bob Atkins’ table lists some common combinations. Some lenses, particularly wide-angle and specialized lenses such as the 15mm 2.8 fisheye, 14mm 2.8L and MP-E 65mm 2.8, don’t work properly with tubes. If you have EF-S lenses for newer EOS digital cameras then you’ll need the mark II Canon extension tubes (the Extension Tubes EF 12 II and EF 25 II), since the earlier versions don’t mate with EF-S lenses - EF-S lenses extend deeper into the camera body than EF lenses.

Canon sell a couple of extension tubes, but they’re pretty expensive. The three-tube set from Kenko is a better deal - it’s fairly well made and contains a 12mm, a 20mm and a 36mm tube. However, current Kenko tubes are compatible only with EF lenses - they do not physically mate to EF-S lenses.

Adjustable bellows are also used for closeup photography - they’re basically adjustable tubes when you get down to it. Novoflex sell an EOS-compatible bellows or you could buy the old Canon FD bellows and adapt it using the FD to EOS macro adapter. Bellows are typically used with movable rails for precise focussing.

4) Reverse a lens by mounting it onto the camera backwards.

Doing so requires some sort of adapter with a standard EOS lens mount on one end and a filter ring on the other which attaches to the filter ring of the lens. People often make such things at home by gluing a filter ring to a drilled-out body cap. Reversing a lens like this is a very old photographic trick for doing macro photography.

This technique is a problem for EOS lenses, however, since EOS lenses require electrical connectors in order for the aperture diaphragm to operate. There are at least three possible solutions for this. First, you could set the lens aperture to whatever you want it to be, press the depth of field button on your camera to stop down the lens and then detach the lens. The lens diaphragm should stay wherever it was when you removed the lens and you can then reverse the lens and use it. This isn’t terribly convenient, of course, since you can’t adjust the aperture without remounting the lens. Second, you could use a non-EF lens. Any 35mm lens will do, really, since you’re mounting it backwards and not using the normal lens mount. Third, you could buy Novoflex’s rather expensive lens reversal adapter, which contains the necessary wires and connectors to let the electromagnetic diaphragm operate correctly.

5) Attach a reversed lens to an existing lens.

Another old macro trick is to attach a 50mm (normal) lens to the end of another lens, but backwards. (ie: the filter threads of the 50mm lens are attached to the filter threads of the camera-mounted lens by means of a special lens-reversing or macro-coupling ring) You won’t be able to adjust the aperture of the reversed lens if it’s an EF-type lens, but there’s nothing stopping you from using a non-EOS lens in this way, as above. A 50mm lens reversed on a 100mm lens can give you 2x magnification, for example, albeit with a fair bit of light loss.

6) Buy the Canon MP-E 65mm lens.

This is an unusual and specialized lens that’s designed solely with macro photography in mind. It can’t be used for normal photography, unlike the other Canon macro lenses, as it starts out at 1:1 magnification. It goes from there to 5:1 magnification. At this magnification an object 5mm x 7mm in size will fill the entire frame of 35mm film.

Though intriguing, it has a number of drawbacks. First, you can use it for super closeup photography and nothing else since it lacks infinity focus. Second, it suffers from the usual problems of macro photography - very narrow depth of field and the difficulty in illuminating objects adequately given the short working range. Third, ambient light metering works only with EOS 1 series cameras - all other EOS cameras can only be used with TTL flash metering. And fourth, the focussing screen of your camera may not be precise enough for accurate focussing.