More water drop adventures. This illustrates the difference between shallow water (left, maybe 1/8") and deep water (right, about 1/2") in a dish (marks, especially at right are on the dish). Water is dropping from small plastic bag suspended about 18" above the surface. The drip rate is pretty fast (maybe about 4 per second) which allows me to catch the action by simply shooting many, many shots (and not trying to time each drop) - my "hit rate" is about 50%. Macro lens, tripod, and a precise focus before starting your shoot (place something in the water at the impact point and focus on that manually - and leave the focus alone from then on. A remote release will also help keep everything steady. f/8 seems to do well for DOF. Off camera flash on manual at 1/32 power or on camera both seem to work as does natural light at 1/1250 second ( which necessitates very good (sun?) light). All else equal, I prefer natural light since that allows shooting at your camera's maximum exposure rate (5 fps here). Blue color comes from playing with white balance settings - no need for color filters or backgrounds; make life easy on yourself. That's it. Piece of cake.
For a ultra-shallow water splash - which forms water "crowns" - see http://ed-k-photo.smugmug.com/gallery/6743129_wZgCB/1/552841227_zLNK7/Large