We demonstrate the formation of a sub-wavelength focal spot with a long depth of focus using a radially polarized, narrow-width annular beam. Theoretical analysis predicts that a tighter focal spot (approximately 0.4 lambda) and longer depth of focus (more than 4 lambda) can be formed by a longitudinal electric field when the width of the annular part of the beam is decreased. Experimental measurements using a radially polarized beam from a photonic crystal laser agree well with these predictions. Tight focal spots with long depths of focus have great potential for use in high-tolerance, high-resolution applications in optical systems.