Also note that blizzard has put in some nifty shortcuts for macro, like the fact that if you shift-click a spell in your spellbook with the macro window open, it will put that spell into your macro wherever the cursor is currently.
/p, /gu, /yell, /w %T all work, and to use an ability do /cast ability. To put the attack command in there, you use /cast attack (or something like that, i just shiftclick the attack ability).
Also note that there's apparently a scripting language for this, as i've seen people use things like:
Self Heal
/target self
/cast healing 1
/targetlastenemy()
which apparently allows you to self heal without interrupting a nukefest. the /assist command works, (and i wish more people used it...).
I don't know how macroable tradeskills are.