For anyone who may be interested, I'll tell 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.
My camera is a Konika-Minolta DiMAGE A-200, 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 good, clean close-up shots of little creatures. I also carry a couple of thread-mount close-up lenses to get even closer, but I usually don't feel the need to use them.
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.
At the moment I get by with the camera's own built-in flash, although a ring-flash would be a better option if you have one. Because the flash can alter or "wash out" natural colours, I try to avoid using it as much as possible. With a steady hand, you can get sharp images with shutter speeds as slow as 1/30 to 1/40 second. I have recently found a good technique for using the flash without too many obvious effects on the image, but I won't go into that because it may depend on the camera you use and what options it gives you. If you really want to know, feel free to ask.
