For anyone who may be interested, I'll tell you how I go about taking photos of insects and spiders. I am not a professional photographer, so don't think I'm offering pearls of wisdom that should be taken as gospel. This is just the way I do things and I am generally happy with the results.
At the moment I have two cameras. The one that started it all in 2005 was a Konika-Minolta DiMAGE A-200, an 8-megapixel digital camera. It is a fixed-lens camera with 28-200mm (7x) optical zoom, with an additional 4x digital zoom. It has full auto and manual settings (I prefer manual for greater control) and after a bit of practice, all the options and controls are pretty easy to use. Most importantly, it has an excellent macro capability that allows for good, clean close-up shots of little creatures. I also carried a couple of thread-mount close-up lenses to get even closer, but I usually didn't feel the need to use them.
In June 2008, I purchased a Canon EOS 450D with three lenses - 28-55mm, 75-300mm zoom and my favourite, the 100mm macro. The macro lens is complimented nicely by a twin-lite flash, which does wonders for macro photography. As the name suggests, the flash has two heads, which help to throw light around the subject, eliminating most harsh shadows. As with the Konika-Minolta, the camera has settings to adjust the amount of flash used, so you can make the image brighter or darker without having to adjust shutter speeds, as well as being able to change the ratio between the flash heads, thus allowing more light to come from one side. And with 12 megapixels, the 450D provides cleaner, sharper images that retain most of their quality, even after some pretty severe cropping and re-sizing.
I never carry a tripod because it just isn't practical. Insects are generally not inclined to sit and wait patiently while you set up your tripod, not to mention the fact that the ground is usually uneven and covered in undergrowth. A well-placed tree or rock can be just as effective in keeping the camera steady. If the light isn't ideal, or there are other adverse conditions such as wind, there is always the flash to fall back on.