Cartoon from NinjaBread
Personally, I don't have a fancy set up. I get decent pictures, but I'm limited in my space and lighting so I have to be creative when I snap pictures.
Knowing that my example would not be the best, when fellow FTW Blogger Team Snake Eyes suggested it would make a good Collaborative Post, I knew I had to see what was out there.
Stuff to help you
Printable cloud backgrounds from Corvus' Miniatures
Printable backgrounds from NinjaBread
Basic setups
A simple 2 light, desk setup by WeeMen
Kitchen table setup by Awakening Ynnead
Photographing your minis by Battle Report Blog
Photographing Miniatures by Lancashire WarGaming
Inexpensive light box by One Inch Warriors
Workbench setup by Doom's Blog
Basic photo set up by Roll With It
Minimalist approach to photographing minis by Colours and Eagles
Cheapskate approach to photography by Meridian Prime
The basic approach to photography by Hudson
Basic lightbox and photography by Home of Cadaver
Building a lightbox by Excommunicate Traitoris
Photos on the cheap by Defending Humanity
Using the Digital Concepts Light Studio by Strictly Average
A simple lightbox by Tentakel
Advanced setups and Editing
Photographing your minis by Pirate Viking Painting
Using GIMP by Broken Paintbrush
Fishtank and foil setup by Corvus' Miniatures
Macro photography, a how to by Schola Progenium
Building mini-friendly light box by The LeadHead
Editing your photos by Burned Brush
Setting your background level by Warpstone Flux
How I photograph minis by The Painting Shop
Taking pictures and Editing Pictures by WH40K (translated by Google)
Taking pictures by N++ Wargaming
Photographing your minis Part 1, 2, 3 by The Miniature Side of Me
And a handful of links from the Tutorials section:
Editing out photo backgrounds, by Pit of the Oni
Learning how to: Part 1, Part 2, Part 3, by Chicago Terrain Factory
Photobox: Cheap and easy, by The Painting Corps
Photographing minis the easy way by FoxPhoenix's 40k
Photographing using the macro feature by The Tin Paint Bucket
White Balance: How to set it, by The Painting Corps
Taking pictures (video), by Shortsonfire79's Modeling