I've only tried one brand and it worked pretty decent. The nice thing is being able to use different focal length lenses with the same macro lens.
The brand I used was a Raynox 150. It works great.
Here's a shot of it on an old Sigma 150-300mm lens
zombie bug2 by
Colorado CJ, on Flickr
9_29_11 macro2 by
Colorado CJ, on Flickr
macro5 9_18_11 by
Colorado CJ, on Flickr
Another idea is to get an adapter ring. You can get an adapter to mount one lens backwards in front of another lens using the filter threads.
I did this with two manual lenses, a 55mm Takumar and a 50mm Takumar. It works pretty well and made for some nice photos. Here's a couple taken with this setup.
fly by
Colorado CJ, on Flickr
Your last cheap option is to get a set of extension rings and use something like a 50mm lens. The extension rings are just a set of open tubes that go between your lens and your camera to let you macro focus. This is probably my favorite cheap setup. Here's a couple of shots using extension rings and a 55mm Takumar lens.
Peeka Boo by
Colorado CJ, on Flickr
fruit fly by
Colorado CJ, on Flickr
The best though is to get a decent, yet cheap Macro lens (should do 1:1). They are useful for more than macro as well as they are usually very sharp and have a flat focal plane. I use an old Macro-Takumar 50mm F4 I bought on Ebay for around $100.00 in like new condition.
It does 1:1 Macro and is an excellent all around lens. One photo shot with this lens (the spider was smaller than a grain of rice)
pekaboo by
Colorado CJ, on Flickr