I have a Sony A100 myself. Keep in mind that you have access to all the old Minolta autofocus lenses, many of which are excellent quality (and all give you in-body stabilization). Popular lenses are the 50mm/f1.7 (~$80 on ebay) and the 70-210/f4 (~$150 ebay); many people start off with these two excellent lenses (as I did). Keep the kit lens around, 18-70 is a good general purpose range, and it's hard to get wide angle for cheap. I would not go for hyperzooms (i.e. 18-250 or 28-300 or whatever), because the whole point of having an SLR is to have very good interchangeable lenses, and a higher range lens sacrifices quality...
For macro photography, a dedicated macro lens is the best. You can get a Sigma 50mm/2.8 macro for ~$250, though a ~100 mm macro is more useful (Tamron 90 mm is highly regarded, ~$450). Extension tubes also work well (provided there are no optics in them) and are a cheaper solution; stay away from close-up filters, they're terrible (unless you spend the $$ for really good ones).
|The general rule of thumb is to not go lower in your speed then the focal point of your lens (ie with a 50mm lens you can't go below 1/60 of a second without a tripod). If you don't have a tripod yet, I'd try taking some indoor shots with the camera propt up on something.
With the Sony, you don't have to be subjected to the 1/focal length rule (actually 1/(f*1.5) for APS-C) for blur-free images, due to in body stabilization with every lens. I can pull off 1/15s at 50 mm (actually 75 mm) without any problem, and get very sharp images. Unfortunately the camera itself doesn't realize this, and in P and Auto modes it will keep faster shutter speeds by sacrificing depth-of-field or boosting the ISO up. Better to use A mode mostly (as most people do), and manually adjust aperture/ISO.
Also some other things with the A100... keep DRO+ on always (only works with JPEG, not RAW), which gives you some nice dynamic range improvements. Try and not exceed ISO400, as you loose dynamic range at ISO800 and ISO1600 (and the Sony is one of the weaker cameras at high ISO performance); use a program like NoiseNinja to remove high-ISO noise too. Also use Hi200 instead of ISO200, as it gives you considerably more dynamic range (~9Ev).
The Sony A100 is one of the best DSLRs out there for dynamic range and resolution, though one of the worst for high ISO performance... Something to keep in mind.
Eventually you'll want to pick up a flash unit. For macro photography, ring units are great, but they aren't useful for general photography (and can be pricey). I'd go with a regular flash (Sony 36 or 56 series) and use the wireless mode for macro shots. These flashes can be triggered off the camera using the built-in flash, which sends data through a flashing protocol wirelessly to the remote flashes. For macro shots, you would have the external flash off camera, pointing at the subject from an angle.