Before you take anything in this post too seriously and drop $5000 (or more) on astronomy gear, know that I have yet to take a really good picture of anything. Partly, this is because I don't have all the stuff I'm going to suggest you get below.
You may find the suggestions below expensive. That's part of why I haven't gotten it all yet. You should know that I don't like to start small. I like to get equipment that makes my life as easy as possible. You may prefer a different approach. Don't let this post discourage you from trying. It's likely you have more patience than I do.
Astrophotography is hard. Shooting bright objects like the moon is easy. Shooting any kind of "deep sky" object, like a nebula, is hard. There is a lot to learn, and a lot of equipment to buy, and you can really go whole-hog. When I was trying to figure this stuff out, I didn't really want to know everything, just the specifics for the kind of equipment I had already bought (a Celestron NexStar 6SE).
So, here's a partial list of stuff to buy to get started. I'm sure you can do better, and I haven't even tried all of these things myself, but it's what I have or will buy next. Note that I assume you're using a Cassegrain telescope.

• Orion Sirius EQ-G GoTo 180mm Mak-Cass Telescope
• MoonLite Crayford Focuser
• The Imaging Source FireWire CCD Bayer Camera

Okay, I there's more stuff to put on this list, but I'm finding it hard to be specific enough in the short time I want to take to write this. A couple of notes:

Telescope

The telescope suggested above is both a mount and an optical tube (OTA). I'd probably recommend getting a different OTA, one with the capability of accepting 2" optics on the back. The Sirius EQ-G mount worked well for me for the short time I had it, although I didn't like the computer as much as on the NexStar 6SE mount. However, it will work fine with any number of OTAs. It's often cheaper to buy one of their pre-made combinations, but it might not really be what you want. The actual OTA you get is (in my inexperienced opinion) less important than the mount, the focuser, and the camera. But the more serious accessories are 2", and you can always add an adaptor to get down to the 1.25" stuff.
Oh, and get the GPS accessory to save you time and reduce errors when setting up.

Focuser

The focuser mentioned above seems like a first-rate device, but I don't have one yet. Ideally, you want electric, computer-controlled focusing. Focusing is the single hardest part of shooting images, and I can't stress enough how much frustration I've encountered with it. I very much want computer-controlled focusing, and as a beginning step, I would get a focuser that at least has an electric motor on it that I can control manually. This keeps you from touching the telescope and making it shake.
There is so much backlash in the worm gear on the built-in focus in the SCT OTA, it's very hard to use it to focus. Adding the Crayford-style focuser should vastly improve your ability to focus, and I won't try to take pictures again until I have one.
Buying a focuser from those guys requires knowing exactly what telescope you have. There are like three different things to order: the focuser itself, the adaptor for your specific telescope, and the remote focus motor and electronics. After you settle on a telescope, call them and they should be helpful in getting you the right focuser.
Before buying the focuser, try shooting without it on your scope, and see what your results are. Pretty soon, you'll be wanting one.

Camera

There are many choices in cameras. If you have a nice DSLR, you'll probably want to use that. I borrowed a friend's for a while, but finally bought a low-res video camera from The Imaging Source. His DSLR was a little too old to be well-controlled by the computer. The key is to be able to have the computer see what the camera sees, with rapid frame updates, to make it easier to focus. Once that's done, you want the computer to be able to control the camera's shutter and exposure, so that you can remotely trigger it, and not shake the OTA.

Autoguiding

Once you start taking pictures that need more than a few (10 - 30) seconds' exposure, you're going to need to autoguide your telescope. This requires a second camera. Fortunately, this camera can be cheaper and lower-quality, and ideally is black and white.
While your main imaging camera has its shutter open and is accumulating photons, it can't send back data to the computer. The second camera takes short exposures of brighter stars, and uses the movement of those stars to move the telescope while the main camera is still exposing. You can easily need to take several hour-long exposures to get a really good deep-sky image, and for this, autoguiding is a requirement (simple open-loop tracking isn't good enough, and you'll get smearing).
I have no recommendations for autoguiding, because I've never gotten good enough at focusing to even consider it. You'll need a little OTA attached to your main OTA for it, and you'll need a camera and software compatible with your computer (I use a Mac, and most of this stuff is designed for PCs).
But you can take some nice images with good focus and your mount's tracking before spending money on autoguiding.

More Stuff

There's so much more to learn. Get Ron Wodowski's The New CCD Astronomy to learn it all. For example, the best pictures are taken with very sensitive B&W cameras, and color filters are used. You shoot four separate images, three with RGB filters and one for luminance, and then combine them in software.
There's stuff about periodic error correction (PEC) and other elements of the tracking mount drive train to improve tracking.
There's stuff about cooling your imaging device to reduce thermal noise in the sensor.
There's stuff about shooting dark frames to remove noise from defects in your sensor (this you can do with any setup, and is fairly easy: just put the cover on your telescope, and shoot a frame, then subtract that from your results in software).

A graph I made of sunrise and sunset times on the first of each month for Santa Clara, CA. Since today is the Winter Solstice, it seemed appropriate to look forward to the lovely, longer days.
These are sunrise & sunset times on the first of each month.

I'm sitting at my desk in my home office, and I noticed strange red light coming in through the slats of the Venetian blind on the window. It looked fairly intense, as if coming from a good sunset. But it was not even 4 pm, and the sun sets on the other side of the building, so there's now way that's what it was.

So, I looked along the rays of light to see the source. Turns out, the afternoon sun was reflecting off a stop sign in the street below. I'm still not sure how the reflection occurred, since the sign is roughly perpendicular to the ground, and both the Sun and I are well above the sign, and both on the same side of it (left-to-right and front-to-back). Perhaps it's the nature of the reflective paint used.
Shooting the sign challenged my otherwise fairly capable digicam, a Panasonic Lumix DMC-ZS3. Interesting vertical lines appear prominent in the sign, as does a double image. The image was taken through a somewhat dirty window and screen, but the effect is barely noticeable (if at all) on other elements in the image.

Anyway, I thought it was pretty cool.

This weekend I'm working on a tracking antenna mount that we'll be using for our UAV and balloon tests in the next few weeks (months?).

Block diagram:

Here's what's inside. A MakeController and an alt-az gimbal mount that I don't think is available any longer.

The ports. Ethernet and USB (not sure which I'll implement) for the ground control computer to connect to, and power (may not be used either).

Here are the other parts. GPS (EM-408) , compass module (HMC6352), external GPS antenna (with a little MMCX to SMA pigtail):

Closeup of the GPS and compass module:

Getting all the stuff mounted in the enclosure has been a pain, and has taken much of the day (plus the Cal game, and other stuff). There's a lot of wiring to do still, and hopefully I'll actually get some code written this weekend. Stay tuned!

I've seen a lot of reports lately of recent and past amateur balloon launches. People have been launching sounding balloons with payloads containing GPS and cameras, and have been very successful. I've wanted to do this for some time, and coming across all these reports has excited me about the idea again.
Really what I want to do is launch a satellite. So I've decided to expand the scope of the balloon launch in support of a future satellite launch. I've ordered the Microhard radio we'll be using on the satellite to test on the balloon.
We're going to build a payload with GPS, temperature, pressure, still pictures, and possibly video. Lots of work to do in the link budget calculation to see what we can do, and within the 1.8-kg payload FAA limit. We're also building a directional 2.4 GHz antenna to automatically point at the thing (a project I began a couple years ago for UAV use).
This is going to be fun. Check back for updates.