The overview for macros is here : https://haxe.org/manual/macro.html
Some examples of macro usage are here : http://code.haxe.org/category/macros/
I've always been curious about Haxe, especially since there really is nothing quite like it out there. Does anyone have experiences or opinions to share on developing applications (e.g., games) using Haxe?
as for the library ecosystem, there's plenty of existing libraries in both pure haxe, as well as haxe externs into target native platforms. Quality vary, but you can say the same about any language's library ecosystem. Haxe's library ecosystem is mainly targeted at games - lime, openfl, haxeflixel, haxepunk, kha, babylonhx, and many many other engine/frameworks for games exist. Most of them are relatively easy to use, but as with all open source projects not backed by a large corp, there are warts, and you often have to either workaround them, or fix it (and in the process contribute!).
I haven't written any web-server/web-app using haxe, but i think it's also a popular type of app to write in haxe.
IDE integration is great with visual studio code (and intellij too).
Over all, i can't find any faults that i can't live with or fix, and am happy to continue playing with haxe. It can only improve in time.
If I had to point out its biggest flaw, it would be a lack of in-depth documentation - the API reference is understandable, the manual explains the language features quite well, but if you want to do some more specific things with a less-used platform, for example, you might have to experiment a little bit. I think this is a consequence of having a smaller community for a project which targets such a large number of targets simultaneously. However, since you asked about games, Haxe is great for gamedev. There are multiple frameworks which allow you to develop cross-platform games very smoothly. There are many games popular on Steam that were written in Haxe: Papers, Please (NME); Evoland (OpenFL? not sure); Rymdkapsel (OpenFL); the upcoming Northgard (http://northgard.net/, using the new Hashlink target).
I am also playing around with writing a framework, though it's nowhere near completion. I've written many gamejam games in Haxe (http://www.thenet.sk/), with source code, if that interests you.
If you want to try something new – I recommend Haxe wholeheartedly, even if you decide not to use it, I think writing code in it is just fun.