If you are a photographer, then you must be familiar with the term "depth of field".
But maybe not for most of the modellers. What is 'depth of field'?
Depth of field is referring to the depth of area where the objects appear acceptably sharp in the photo.
Optical systems, lenses, have focusing distance. If an object is exactly at the point of focus, then it will appear sharp in the photo, commonly said as: "in focus". But if the object gradually moves farther away from the point of focus, either closer to the camera or farther, then that object will gradually become blur, commonly said as: "out of focus".
Technically, depth of field is calculated using mathematic equation derived from Zeiss Formula. But to make thing simple, we will not dig further into mathematic. For most people, it is just enough to know the camera settings which will affect the depth of field.
The most important control in the camera which affecting depth of field, is the aperture control (sometimes also called f-stop, or diaphragm). The setting usually shows as numbers, like f/4, f/5.6, f/8, f/11, f/16, etc.
Let's see the effect of this aperture control in the photograph below. The subject is a set of 1/87 (HO) scale train,
BR-18 locomotive pulling Rheingold passenger coaches.

The upper two photos above were taken using Digital SLR (Nikon D70s), while the lower two photos were taken using Compact digital camera (Canon G5). As we can see, the lower the f-number, the less depth of field it will have. While higher f-number (sometimes also said as "smaller aperture") will give more depth of field.
From the above photographs, we can also see that the Compact digital camera gives more depth of field for the same settings as compared against Digital SLR. This is due to the size of camera's sensor. The smaller the sensor, the more depth of field it will give. This is clearly an advantage for macro photography, as demonstrated on the photographs below.

The above photographs, the subject is a 1/87 scale VW Beetle which is less than 5 cm long, show that compact digital camera produce much deeper depth of field at the same aperture as compared to digital-SLR (in this case, a Nikon D70s). The depth of field at f/8 is almost similar to SLR at f/22.
So what is the big deal about it?
At f/22 the camera needs more light than at f/8, thus forcing it to either increasing the ISO rating or shooting at slower shutter-speed (longer time). Both the increase of ISO rating and slower shutter-speed will contribute in increasing the noise level. And if the light is coming from a flash instead of natural light, then only by increasing the ISO rating will be possible, or of course: using a stronger flash. Therefore a compact digital camera has an advantage in this sense.

The depth of field may not be an issue in common photography until you go into macro. As you start taking pictures of tiny details of your miniature models, then the depth of field will start to be an issue. Generally you want a greater depth of field to make the whole miniature appear sharp.
So as a basic rule of thumb: set the aperture as small as possible (highest possible f-number).
Usually you will need brighter light to allow that, or slower shutter-speed (always remember to use tripod in any macro photography). If you are using slow shutter-speed on a tripod, it is advisable to use the camera's self-timer function. This will avoid vibration caused by the pressing of shutter button.

The above photograph was taken using a macro lens with slow shutter speed of more than 1 second, at aperture f/22.
The objects are 1/35 scale Flak 88 mm amunition. The size of those cartridges in 1/35 are just 3 mm in diameter. As you could see, the macro lens magnifies its size, the same way as if you're looking thru a magnifying glass. Focus was set at the bottom plate, but even at f/22 the shell heads are still blur, out of focus.

So again keep in mind, that in macro photography, the depth of field is very shallow, you need to use the highest possible f-number to increase it. But that will need brighter light, slower shutter speed, or higher ISO rating.
Always remember that.