Macros are keys which are programmable. You can instruct those keys to do some function you like. macro keys are found in almost any good gaming keyboard.
Mechanical keyboards cost a lot but if you use them once, you will know how they differ from your 20$ keyboard. They have tactile feedback, last for a long time and they give the best typing and gaming experience. Head to your nearest shop and try one to see if you think they are worthy investment.
I use this, and I will not use a membrane keyboard for gaming, ever if I can help it.
http://www.razerzone.com/store/razer-blackwidow-ultimate