The most expensive single item that a macro photographer will want to buy is a macro lens. These can range anywhere from $200 to $1000, and you also need to consider purchasing a specialized macro ring light that fits over the end of the lens which can cost you another $1000. I opted for the budget approach and did a lot of research to find ways around this. The first trick is to buy extension tubes.
Extension tubes are simply metal cylinders that push the primary lens away from the camera body. This increases magnification by quite a bit, but cuts down on the field of focus. You can also use diopters. Diopters are lenses that screw on the end of other lenses, and they operate sort of like a magnifying glass. I have noticed that the optical quality of the diopters I purchased were not that good, so I don't use them much. The last item I bought was a Fotodiox reverse ring.
Reverse rings are a simple piece of metal with male threads on both sides. If you buy the right one you can fit two of your lenses back to back creating a virtual microscope! I was doubtful about this at first, but after using it I was blown away at how close you can get to a subject and how much detail you can obtain.