I bought a set of extension tubes a little while ago. The purpose of an extension tube is to move the lens farther away from the camera. This allows you to focus on objects that are closer to the front of your lens making them great for macro photography. They do have a down side, though. You will lose your ability to focus to infinity. The longer the tube, both your minimum and maximum focus distances decrease, but that normally isn't a problem if you're taking pictures of bugs since you're always quite close. I can't wait until the bugs come out again!
They're quite simple. The set I got are made of metal. There's no glass in them. It came in 5 pieces: a mount for the camera body, a mount for the lens and three different sized rings that can screw into each other and the mounts. By combining different parts you can extend the space between the camera body and lens eight intervals.
This is definitely the cheapest way to get into macro photography. There are macro lenses, but they're quite expensive, of course. I was very surprised at how much the extension tubes varied in price. The set I got was about $11.00 on eBay including shipping from Hong-Kong. I checked out the Canon branded ones at a local camera shop and they were well over $200.00! Now there are some differences. The Canon set had electrical contacts so the auto-focus, aperture control, and Image Stabilization (IS) would still work and each part had a body and lens mount so they were much easier and faster to attach, but in the end they do the exact same thing. There would be absolutely no difference in image quality. Manually focusing isn't that hard and I can use a tripod so the loss of IS isn't a big deal, but the aperture control is a little more annoying since most lenses no longer have a manual aperture control, it can only be done electronically. So I have to mount the lens to the body, set the aperture I want and then remove the lens while pressing the aperture preview button since normally the aperture stays wide open until just before the shutter opens. Then, I mount the tube to the body and the lens to the tube and I'm ready to go. Still, I don't think it's worth $200+.
Often, in my previous post, my macro shots were cropped quite a lot, they would have looked terrible printed. No need for cropping here.
Anyhow, enough talk, how 'bout some pictures? The first one is a demonstration of just how close to your subject you can get, it's my thumb print on the front of the lens! You can't get much closer then that. Of course, this isn't always desirable. Being that close makes it hard to light, since the lens is in the way, like the pencil, which is leaning right up against the lens. Using longer lenses will allow you to get farther away.