Programming macro languages can be a bit tricky due to expansion rules. What gets expanded when? How do I quote expressions to prevent expansions? And so on. Two good examples of macro languages that deal with these issues are m4 and TeX. Both have good documentation.

In fact TeX itself is even in the opinion of very knowledgeable TeXperts, a real mess. See for example David Kastrup's posts in this thread (also available from Google Groups).