I found an old Fossil watch in a box while cleaning a while back and realized it would be a fun subject for a macro. I wanted to get in real close, and also have the light shining through the gears. So I hung the watch in my window and positioned my macro lens (on the tripod with the focusing rail) about 4 inches away.
Because it was back-lit, I wanted to create a High Dynamic Range (HDR) image. So I set my camera for exposure bracketing (shooting 3 shots, one under-exposed, one normal, and one over-exposed).
Up that close, I couldn't get all the gears in focus at once. So I used the focusing rail to nudge the camera forward a couple millimeters for each set of 3 shots. With each little nudge, a different set of gears etc. came into focus. I did this 4 times, for a total of twelve shots. Turns out that wasn't enough, and still didn't manage to get everything in focus. But it wasn't bad for a first try.
Next, I needed to blend the images. I had twelve shots of different focal lengths, each at 3 different exposures. So I started by loading the four under-exposed images into a stack in Photoshop (File > Scripts > Load images into stack). With the images loaded, I auto-blended them (Edit > Auto-blend layers). I flattened the image and saved the file. I repeated these same steps for the normal-exposure shots and the over-exposed shots. The result: 3 blended images in (relatively) full, sharp focus - one under-exposed, one over-exposed, and one at normal exposure.
Finally, I combined all three images into an HDR file (File > Automate > Merge to HDR Pro)... I fiddled with all the settings until I got it looking pretty (and then Photoshop crashed on me, so I lost my work)... so I tried again, this time saving the file before applying some filters. This is the finished product (file size greatly reduced for viewing on the web).