Blizzard's Macro Guide
http://www.worldofwarcraft.com/info/basics/macros.html
http://www.worldofwarcraft.com/info/...guide-one.html
A simple introduction to macros in World of Warcraft and how to create them. The second page touches on more advanced uses.
WoWWiki Guide: Making a macro
http://www.wowwiki.com/Making_a_macro
This is an in-depth guide with everything you need to know about how to make a macro. It ranges from using basic slash commands to macros with complex conditionals and multiple purposes.
WoWWiki: Macro Category
http://www.wowwiki.com/Category:Macros
This is the index for the entire macro category on WoWWiki. There are pages with general info on macros as well as example macros for common functions or classes.
WoWWiki: List of Slash Commands
http://www.wowwiki.com/List_of_Slash_Commands
These are all of the slash commands available in game. Basic commands, chat commands, guild commands, etc. Ordered by category.
Fitzcairn's Macro Explain-o-matic
http://www.macroexplain.com/
If you are wondering what a macro does and how it works, paste your macro into the Explain-o-matic and it will go through each part of your macro - spell by spell, line by line. You can also save your macros to share with others.