http://www.wowwiki.com/Macros
Is a great place to start your lessons on macros, there are many advantages to having a macro in your game play, Many Macros will need to clicked more than once because they share the same global cool down but there are some macros which can be clicked only one can the spells shall come out in one at a time. An example of a macro that can be useful for hunters is
/cast Hunter's Mark
/petattackIt is a very simple macro to set up and can be used very often. Another that is useful for Tanking Warriors is/script CancelPlayerBuff("Blessing of Salvation")
/cast Charge
/stopcasting
/cast Defensive Stance
/stopcasting
/cast BloodrageWhile it does look a little more complicated it is simple, and you can take of the cancelplayerbuff it will take the warrior into battle, make sure you get into defensive stance, and generate a little extra threat and rage as you start the fight.
While it is not nessicary that you have any of these macros it can and will make your life a little easier at times, Take a few moments take a look around the site and see what can help you make some macros to help you.
Take care, Hopefully you shall see me around the blog some more
-Talyra with her pet piggy Grub
Update - Thanks, Tal! I've placed the WowWiki link in our Helpful Sites list. - Krigarre