Hey Miki, The Batman - Thanks for the comments and glad you liked em.
The Batman - It depends greatly on the type of lens that you are using. A misconception is that you'll need a fully dedicated macro lens to get a good macro shot but this is not true. Budget lenses can work well too.
The spider pic was taken with a raynox 250 placed onto a 50mm f1.8 which costs in total about US$180. This is my go to macro set up for in reach objects such as the spider. The lens is fast enough for a speedy shutter speed but you'll need a high f stop for the lens to be clear. Heres a small review of the lens i made in the past.http://www.cameralabs.com/forum/viewtopic.php?t=5715
For outdoor shots with bright lighting like the grasshopper shot which was out of the focus range of the raynox 250 combo, i used the sigma 70-300mm dg apo lens which has a macro function (bought it 2 weeks ago for $230 off http://www.hksupplies.com
). It works decently especially arnd the 200mm range but gets soft at 300mm so i avoid it. It also allows you to focus further so you wont scare the subjects off. Here is a sample of what the lens can do http://www.cameralabs.com/forum/viewtopic.php?t=6666
The shutter speed used for the spider and grasshopper are 1/60 and 1/2000 respectively. I used flash for the spider pic to get more detail into it and to light up the eyes and compensated it with -3 exposure.
I'm still trying to figure out a way to get subjects in flight properly though. Having real trouble with that. Hope this helps.