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Is axial lighting my next step?
If you're taking photos of coins in slabs I can't give you much advice: haven't really tried that, but I think the reflection on the slab itself makes it harder to take good photos.
If the photos are not in a slab, I think axial lighting is the way to go. In my setup I use a piece of glass from a cheap photo frame on a 45 degree angle. For light I have used a simple cheap bedstand with considerable succes, but that required a lot of playing around with the white balance settings. I now have a flash gun that I use (Nikon SB-700). These can be used as a slave, where the pop-up flash works as the trigger. To prevent the light from the pop-up flash from illuminating the coin I use a piece of plastic Nikon sells that lets only the infra-red light through (which is used for the trigger). The flashgun I position next to the glass. I use a diffuser as well, brand Kleenex. Just a tissue seems to be a very effective diffuser!
The results (camera: Nikon D5200, lens Sigma 105 mm macro)

