Wow thanks for taking the time to give me such a detailed response. I never even knew there were so many alternatives. I would be shooting on a d5100 if that makes any difference.
So which would you recommend? I have more options now than when I started lol
I'll talk about achromats, because that's what I know about. But if you have a shorter focal length lens then it would probably be a good idea to get more information/views about extension tubes before making up your mind which way to go.
As between achromats, it depends what you want to take pictures of. The smaller your subjects, the more magnification you need. However, as the magnification gets stronger everything gets more difficult to do.
Personally I think the Raynox 150 gives a nice balance between magnification and usability. I haven't used the Canon 250D or Marumi 200, but they are very similiar in power and presumably also in usability. So any of these might be a good starting point. The Raynox 150 is about half the price of the other two, so that might be a good starter, especially given that if you really get into close-ups/macros you might want to move on to use a macro prime lens.
But, if you really are more interested in taking pictures of a fly's eye or a spider's mouthparts (both popular subjects by the way), or very small insects, then the 250 would be the way to go. Just be aware that while some people get on fine with the 250 from day one, others find it takes some time to get to grips with it, and to begin with can't get anything in focus and may think they either have a defective lens or that it is stupidly difficult to use. In fact, some people find it so frustrating that they give up. If you stick with it though, it should quite soon feel fairly easy to use.
The Canon 500D and similar low power achromats are even easier to use than the Raynox 150, but I would be concerned that you might be disappointed in the low magnification. I use it for small flowers and larger insects like dragonflies, damselflies, and larger species of crane fly, butterfly, moth, slug, snail etc.
Bear in mind that when I'm talking about lenses in relation to various beasties I'm talking about getting a picture with the whole animal in the picture, often with versions which show the subject and a fair bit of its context/environment around it. Stuff like this ...
AWT 2012_05_27 08 IMG_8679 PS1 CrClBuExDf7x30CuSL21 900hSS32x0.3 by
gardenersassistant, on Flickr
AWT 2012_05_27 05 P1090074 PS1 CrLetExDf7x30CuSL10 900hSS95x0.3 by
gardenersassistant, on Flickr
... and things further out again, like this.
AWT 2012_05_27 06 IMG_8252 PS1 CrExDf7x30CuSL10 900hSS135x0.3 by
gardenersassistant, on Flickr
I don't remember, but I would guess I probably used the 500D or the 150 for the first one and the 150 or the 250 for the other two. But I am guessing. Apart from anything else I don't recall if any of them were cropped much. Probably not, but that's another guess.
Many people doing close-ups/macros aren't keen on this sort of image and like to get much closer in on their subjects, typically having the subject at least pretty much fill the frame, and very often showing just a part of the subject. Obviously, you need more magnification for that, which would probably make the 250 a better bet. Do bear in mind though that with that nice large (compared to what I use) sensor on the D5100, if you have a subject well focused, you will be able to crop the image, possibly quite a bit, to get closer in and see more details.
Incidentally, the first and last of these were captured with a bridge camera with a small sensor. The sensor in your D5100 is about 13 times larger in area, and so you can see that you may have significant opportunities for cropping.
Even if you are really, passionately fascinated by very small subjects or getting really, really close in, I would not at this stage even consider the Raynox MSN-202. Although it is very powerful, it is exceptionally difficult to use, and not (IMO) something for a beginner.