I taught a Beginners class on macro and close-up photography on Saturday. Macro teaches us a lot of great skills as photographers. Because shooting subjects life-sized or bigger magnifies the mistakes we might get away with if our subjects didn’t loom so large on our sensors, macro serves to remind us and help really bring home some basic photography concepts in a whole new way.
Depth of Field is of primary concern with macro photography. When you’re shooting practically on top of your subject, DOF is reduced to fractions of an inch–sometimes DOF is so tiny that it’s easier to think of it in millimeters, even for metric-adverse Americans.
One of the things that often confuses beginning (and even more experienced) photographers is that the depth of field you see when you look through the lens is not the depth of field you’ll get when you create the image (unless you happen to be shooting with your aperture wide open).
For example, during class, I was shooting with the Canon 100mm f/2.8L IS macro lens. When I looked through the lens at a dandelion, this is what I saw:

Pretty cool, huh? When you are looking through the lens, the aperture is wide open regardless of what aperture setting you have selected for exposure. This allows the maximum light through the lens for you to see as well as for functions like autofocus to work better.
Some cameras have a DOF preview button that stops the aperture down to what you’ve set it at so you can theoretically tell how much DOF you’re actually going to get. I find this button to be only marginally useful. I rarely can tell how much DOF I’m getting by pressing it, partly because of the loss of light.
Instead, I tend to take a shot and use a magnifying loupe to look at it on the LCD. I may also zoom into the image to enlarge it for more careful viewing. Then I decide if I like the DOF I’m getting and adjust if not.
In the next example, I shot the same dandelion at f/16 instead of f/2.8 (as in the first example). Notice how we see the full ball of fluff instead of getting a horizontal view of the inside of the dandelion seeds? That’s because there is enough DOF for the foreground portion of the seed ball to not blur completely out of view.

Personally, I find the very shallow depth of field more interesting in this case–it’s like having a view of the inside of the flower. However, if I wanted a shot of dandelion that looked more like what we see in life, the second example would be my pick. In fact, I’d probably want a little more depth of field to keep the tufts of the closest seen “fronds” sharp.