A few things I've learned along the way:

1. Natural sunlight (indirect) is always the best - at least for us non-experts.  If you have a professional photo studio...well... that's different.
2. I rarely, if ever, use the onboard flash - especially when using the macro function to take close-ups (washes out the image)
3. Multiple light sources will help reduce shadows - I almost always take photos indoors, so I use a couple of floor lamps, sunlight from the window, and the overhead light fixture in the gun room.
4. Take lots of photos.  I'll usually take 3 or 4 shots of the same thing since there's almost always going to be some variances - the more shots you take, the better your chances of getting a great one.
5. I only use the auto-functions on my camera - spot focus, wide focus, macro, super macro... I never manually adjust the aperture, focus, white balance, etc. 
6. Avoid using digital zoom - if you need a closer shot, leave the zoom off entirely and move closer to the subject
7. Avoid using busy backgrounds - bedspreads with crazy designs or carpets with a lot going on really only server to clutter up the photo.  Color may depend upon the subject, but in general plain is better.
8. Photo editing software is your friend - I almost always sharpen images by a point or two, but the auto color correction can also help take a photo from being "close" to being "damn near perfect."
9. When taking detailed photos with the macro function, you may need to hold the rifle and manually adjust the position to get the best lighting
10. Trial and error - the only way to really know what's going to work best in a given situation is to test it out and see. The more you do it, the better you will get.
11. You don't need a billion dollar camera to take great shots.  A $100 camera may just work as well as a $1000 camera if the lighting, focus, and shot composition are all planned well.
12. For macros, make sure you're focusing on the detail you're looking for. The rest of the image may be blurry, but if the intent of the macro is to highlight a detail, that's perfectly OK.
13. I almost always take a photo at a higher resolution that I know I'll need - I can always crop the image later, but it does help capture some amazing detail, especially for macro shots.
14. Know why you're taking the photo.  I tend to mostly take photos of markings, stamps, etc. to document the collection. I hardly ever take "composition" shots like some of the artsy-fartsy types we have around here.   Seriously, though, it does make a difference - particularly in terms of lighting.  You'll need to use different methods for different purposes.

Here are a bunch of examples of some I've taken.  You can see how the lighting, angles, and area of focus (particularly in the macro shots) make a big difference - some of the shots were taken outdoors (i.e. the Winchester Garand), so that also helps to show the difference between natural and artificial light sources.  You can also see that my background is almost always simple - it's the carpet in my gunroom.

Cheers,

 ~ Greg ~