I love taking pictures of leetle things and someone else wrote a great blog about week ago about their approach using extension tubes.
I use a raynox DCR150 macro dipter to take my macro shots and whilst it is limited in comparison to a dedicated macro lens it is possible if a little more difficult to take som nice very detailed sharp shots. It is a simple clip on device that fits on the front end of a lens and costs in the region of 50USD.
I have never used a dedicated macro lens so I have no comparisons but the diopter is a little difficult to use with sometimes a cripplingly narrow DOF meaning that you reall have to shoot with a high F stop and get creative with off camera flash. You also can not focus to infinity in fact depending on the lens it is mounted on you can only focus upto about 30cm at most :o But the effort really pays off and I like the pictures I get and as I can not justify a new lens for taking pictures that are not that saleable it will do for now ;)
Photo credits: Llareggub.