Recently i have seen lot of debates about which macro filter to use - so just adding that up as a macro option for cheap.
How to use?
You can screw this on the front of your lens like a UV filter etc and get better magnification. These are not specific to your lens mount and you can use any filter with any mount lens :-). You can also use it on a reverse lens with appropriate attachments. Its better to buy a larger filter size so that it attaches to most of your lenses.
How much magnification?
These are very cheap and come in different diopter magnification as +1,+2,+4.+8+10 and so on. The higher value means more magnification. There is some useful info i got from the net " About the + x values - It is the so-called diopter value and is defined to be 1000/f, where f is the focal length of the close-up lens in mm. Therefore, a close-up lens of +4 has 250mm, and a close-up lens of 100mm has diopter +10. A higher diopter value means higher "magnification." If the camera lens is focused at infinite with a close-up lens mounted closely to the front element of the camera lens, the minimum working distance (i.e., the shortest distance from the front of the close-up lens to the subject) is approximately equal to the focal length of the close-up lens. This property is very useful. For example, if the camera lens has focal length F (the actual focal length rather than the 135 film equivalent) and if the close-up lens has focal length f, the magnification when the camera is focused at infinity is equal to F/f. Since the close-up lens' focal length is fixed,alongercamera focal length Fyields a higher magnification. "
I have used them with Macro /pseudo macro lens also with good magnification. With macro / pseudo macro which already have high quality glass they give much better result in terms of sharpness etc.
What happen to DOF and what is best focal length to use on?
These filters will shorten the maximum focusing distance of the lens and your lens will focus very close perhaps a few inches and the DOF will also reduce considerably. For more magnification you can use higher diopter like +8, + 10 but with increasing diopter the DOF will also decrease. Other way to increase magnification is to increase focal length of lens its fitted on. Though i have used the filters on my 55-250 lens up to 200mm but at higher focal length the with increase in magnification the DOF reduces. They are better suited on focal length from 50mm upto 150-170mm beyond this they have DOF less than half a mm and its very difficult to focus.
Cheap or high quality filters?
There are number of local, Chinese, Japanese etc etc filters available. Cheap ones like Sonia, Marumi (non achromats), hoya, etc made by number of brands. Some of them will get you started and understand how to use them with which lenses.The cheap ones are single element filters with lot of chromatic aberration, not so good sharpness, corner sharpness in particular is very bad. They do not have good coating also so in bright light they cause more problems. But Vikram has been using some filters which has given him good magnification without problem like these, so perhaps some of these are not so bad after all, its just when you find the limitations other than DOF which is true for all macro filters, reverse lens etc then you should move to better filters. I use filters to achieve 1:1 magnification and i did find problems with cheap filters.
Good quality ones - Raynox 150, 250 etc, Marumi DHG 330 or 200, Nikon 3T, 6T, Canon 500D, 250 D etc are more expensive but the image quality is also much better. Most of them do not go beyond +6 diopter but Raynox is an exception . I do not have experience with high diopter Raynoxes.
How to focus?
Well the only way to focus using these is to move forward and backward to find the proper focus which already is very close to you. The focusing ring of your lenses will throw the focus off more so you have to move yourself slightly ahead or back after you get the actual distance of focus.