This was so fun last year that I had to give it a try this morning when I saw some gently falling snowflakes. Here is a compilation of some of them:
If you want to give this a try, just put down a dark colored fabric and shoot away. I didn't even use a macro lens or filter this morning, just my 18-55mm kit lens. I used my point & shoot last year and my focus was a little better, but you don't need any fancy equipment to give this a try. You will get more detail with a macro lens or by putting your p&s in macro mode.