UPDATE
In light of the popularity of the bugs & insect contest, new section of links dedicated to bugs has been added with a few new links (see below).

Check back periodically for updates.

What is macro photography?
Find out here: http://www.photo.net/macro/primer

Macro Tutorials
Macro Photography for Beginners - A good introductory tutorial.
Lesson in Macro Photography - A good introductory tutorial.
Up Close and Personal - Macro Photography Tips
How to Photograph a Reflective Water Drop - A few good tips on a common subject attempted here on dA.
Macro FAQ - List of frequently asked questions
Inexpensive Macro Photography - For those who do not have a dedicated macro lens. This article covers topics such as using the macro setting on digitals to reversing common 35mm lenses.
MacroPhotography Tutorial - A good introduction to macrophotography done by *photo-class. Well worth checkingout.
How to Build a Complete Photostudio for Less than $100 - Well worth a gander. This is a great option if you are a do-it-youselfer and have a wall on which to anchor a few lights.
Making a flash diffuser for Macro photography - Brief, but excellent suggestion for building an inexpensive substitute for a macro ring flash.

All About Bugs
Beautiful Bugs - A must read for anyone interested in taking pictures of insects.
Living Jewels - Evolutionary design of bugs expressed through the photography of Paul Beckmann.
MicroAngela's Electron Microscope Image Gallery - The images here are well beyond the capabilities of any household equipment. See how bugs look under an electron microscope.
Insects on the Web - It's not just a cute pun. It's a site full of both scientic classifications to helps you identify your bugs as well as illustrative photography. Well worth a peak.
Alien Empire - The companion website to the PBS series on insects. It's an educational site covering the insect world.

Macro Tutorials: German
Ringlicht mit 8 weissen LED
LED-Stereo-Leuchte
Ringlichtvariante in Pappe

Macro Gear Reviews
Macro Gadgets - An overview of various types of equipment you may use in macro photography
Macro Rings and Lenses - A discussion covering Canon macro rings and lenses
Canon Macro Ring Lite MR-14EX - A comprehensive review of said ring light.
Canon Macro Twin Lite MT-24EX - A comprehensive review of said twin light.


References
The Complete Guide to Close Up & Macro Photography by Paul Harcourt Davies - Recieved good reviews on Amazon
John Shaw's Closeups in Nature by John Shaw

Photo Contest Web Sites
*onewordphoto - Run weekly and monthly photo contests
=thebigpicture - Run monthly photo contests
Worth 1000 - They run weekly Photoshop, photography, text and multimedia contests. Well worth a gander.
DP Challenge - An online digital photo contest site.

A few French links. I have no clue what that says in English.
[link] site sur la macro photographie. contient entre autres des articles, un forum et des photos.

[link] Qu'est ce que la macrophotographie ? Technique qui permet de se rapprocher des sujets de petite taille pour les photographier en gros plan.

[link] Émission de télévision sur les insectes avec le fondateur de l'insectarium de Montréal, Georges Brossard. also an english version.