I'm surprised that no one has mentioned John Shaw's "Closeups in Nature". It's outstanding. He covers every possible way to increase magnification. He even makes flash look natural. But the most important advice he gives is in the Forward. It's something fundamental that I haven't seen in the other nature photography books I've been going through:
"In terms of locating subject matter and "working" it in the field, my best advice is to learn as much as you can about the natural world. I've said it before, but it still holds true: To be a better nature photographer, you must first become a better naturalist."
I don't yet have anything to contribute about photography--but maybe I can help a bit on the "become a better naturalist" part, especially for tiny critters.
Why bother, it's the photo that counts. Well... It's disconcerting and a distraction from the image to find a beautiful photo of a syrphid fly--labeled as a bee. The photographer cared so little about his subject that he didn't bother to learn the equivalent of how to tell a dog from a pony.
An ID is the handle you need to find out more. Don't worry about the species--that's difficult for most invertebrates. Start at the top and work down: Kingdom, Phylum, Class, Order, Family, Genus, Species. (Botanists are a tad strange, and use Division instead of Phylum.) It's usually easy to ID an invertebrate to Order (e.g. fly, grasshopper, beetle) though you need to be careful about mimicry. With a key, a good hand lens and a corpse, you can generally get to Family if you enjoy the process, but the correct Order is a fine start.
Appearance isn't the only thing useful for ID--you might also keep track of location, habitat, time of year and day (hooray for exif!), behavior (strong or weak flier? hover or perch?) and even weather, esp. temperature. If you don't have time to write a few notes, take some wider photos of the area to show the kind of vegetation (forest? roadside? meadow? bog?) as a nudge to your memory later.
"The Practical Entomologist" by Rick Imes is a great beginning insect book. It covers each Order, with what sets it apart from the others, and includes collecting and rearing, some interesting experiments to try, and a bit of ecology. To get to Family, the Peterson guide "A Field Guide to Insects" by White and Borror is good. You need to use the keys though--if you only look at the pictures you'll either be frustrated or misled.
For spiders, the Little Golden Book "Spiders and their Kin" by Levy is the only reliable beginner's guide. It will get you to family without much fuss--spider ID to that level is by eye arrangement and web type. Beyond that it's often a matter of dissection and a microscope.
Names are all well and good, but the interesting bit is what they -do-. How they live and grow, who they meet and eat. Try a few of these for hints about what to watch for:
"Broadsides from Other Orders" by Sue Hubbell
"Stokes Guide to Observing Insect Lives" by Donald and Lillian Stokes
"Wasp Farm" by Howard Ensign Evans
"Pleasures of Entomology" by Howard Ensign Evans
"Spineless Wonders" by Richard Coniff
"In the Company of Mushrooms" by Elio Schaechter
"Wily Violets and Underground Orchids" by Peter Bernhardt
"The Trees in My Forest" by Bernd Heinrich
For an overview of how it all fits together, Edward O. Wilson's "Diversity of Life" can't be beat. His autobiography, "Naturalist", is also excellent.
If you have even a small city yard, you can have oodles of subjects at your doorstep--no driving or gear lugging. Simply plant local native plants. A native plant typically has close relationships with 50 or more other species, (other plants, fungi, insects, bacteria, vertebrates), an exotic only about 5. Convert some of your lawn into a habitat, and be amazed from year to year as new creepy crawlies discover your oasis, and new birds come to feed on the creepy crawlies. (You'll also spend less time mowing / watering / fertilizing, because once established, well chosen native plants need little care.)
If you only have space for one plant patch, try goldenrod. Canadian goldenrod (Solidago canadensis) in an Illinois prairie remnant was found to attract 50 bees, 78 wasps, 60 flies, 4 butterflies, 4 moths, 14 beetles, and 3 bugs just to the flowers, thus not counting spiders, foliage eaters, sap suckers, and root nibblers.
To find help with plant choices, look for your state or region's Native Plant Society. Some of the members will be gardeners and/or photographers. (Slide shows are a popular activity, and some chapters keep a slide library for lending out to schools.) Many or most NPSs have email discussion lists, so you can get good advice about what to plant even if you can't go to meetings. The Xerces Society for Invertebrate Conservation <http://www.xerces.org/>; is also a valuable resource.
Build some micro-habitats, too. In forested/thickety areas, shaded stumps and logs are a magnet for fungi, ants, beetles, solitary bees and wasps, and all who feed upon them. Brush piles and rock piles make good homes. A small pond can be a gold mine. My pondlet is just a kiddie pool with a pond liner and a small pump. A rocky bog takes up about a third of it. It's not photogenic as a whole, mostly due to the attentions of Raffles, 'my' raccoon, who keeps rearranging it. But the protist, plant, bug and bird activity it generates is wonderful. (Alas, that's also why it keeps Raffles amused.)
It should go without saying, but I've learned it doesn't: If you want invertebrate photographic subject matter on your doorstep, you can't use pesticides. All pesticides kill far more species than the 'pests'. Think of 'pests' as a resource instead. I adore aphids: they're essential fodder for ladybugs and their alligator offspring, bright orange syrphid fly larvae, teensy black wasps, lacewings, warblers and vireos... Once you've tuned in, a plant description of 'pest-resistant' shouts out 'boring'!
Become a practicing scientist:
Biology, like astronomy, is a subject where amateurs can still do original and valuable work. Educate your eyes and take careful notes, and you have a chance to make some important contributions. If you can also document your discoveries with great photographs, that's a big bonus. Even in North America there are still invertebrate species to be discovered and described, and many or most species that do have names are only known by appearance--little or nothing is known about how they live. Do they overwinter as eggs, larvae or adults? Who does that parasitoid wasp prey on? Who does that caterpillar become when it grows up? Who pollinates that wildflower--bee? fly? moth? It could be up to you to find out.