A few of you have mentioned how difficult it is to approach people you are photographing, so maybe we could discuss that here.

If you are concentrating on a particular group of people, then it's a good idea to spend some time getting to know them before you actually start taking photos. Walk around with your camera so they get used to seeing you with it but forget the photography for a few days. Meet people, get talking to them and tell them what your interested in doing. Carry some of your photos around with you to show them. Get to know the important figures in the community - people who the others respect or look up to. For an example of this, have a look at Jan Grarup's podcast of his work on the Roma community in Slovakia. If there are NGOs or charities working in the area, get in touch and try to get involved in what they're doing. I'm thinking particularly of Sebastien and Sarah's situation here.
You can use telephoto or big zoom lenses to get closer, but these are often more conspicuous and feel more "threatening" to the people you're photographing. The first photo was taken with a small (90mm) telephoto which is a good compromise. With a wide-angle lens you have to get up-close; so close that people in the foreground probably won't even realize that they're in the picture. The second photo was taken with a 35mm lens in a minibus. In situations where focussing is difficult, you can always preset the lens by using the depth of field ( dof ) settings marked on it. Choose a small aperture which will give you a good dof covering the appropriate distance then all you have to do is click at the right moment. The third photo was taken with a 28mm lens which I had preset to hyperfocal distance.