Hi voyager,
There are basically 2 types of "close-up" filters, single lens diopters and achromatic (multi lens designed) diopters. The mentioned Raynox DCR150 and 250 are both achromats. The achromats tend to be considerably sharper over the entire frame, and correct for Chromatic Aberrations (color shifts at contrast edges), and are considerably more expensive, but worth the price IMO.
These diopters work best on telephoto lenses that have some native magnification (usually over 80mm, and the longer the FL the more final magnification). They have the advantage of allowing full automation in the lens and they don't lose light like bellows and extension tubes. They can be stacked, and you would just add the individual diopter values to get the final diopter value. They are also considerably easier to carry.
The tradeoffs are expense and some optical degradation since your adding glass to the optical path. They both add magnification and allow a closer focusing distance for the lens. When you add one, you will no longer able to focus to infinity with it attached.
Most camera and lens makers have made either one or both types over the years, but many have been discontinued. Currently the only achromats that I've seen reasonably available new are Raynox, some Canons, and Marumis.
A good source of info on achromats can be found on this site:
Fuzzcraft.com | A list of achromatic close-up lenses | Photography, audio and light DIY projects
Marumi filters seem to be mostly for the Asian market, but a good US source is OEC Camera:
OEC Camera Accessories @ Amazon.com: marumi filter
If you want very high magnification (over 1:1), an alternative is to use a filter thread to filter thread adapter and mount one lens reversed on another. I've never done this personally, so I can't offer any more info here, but I've seen some spectacular results from this.
If you find that you like macro photography, the best choice is a dedicated macro lens, but these are almost always pretty pricey compared to the other alternatives that have been presented. TCs and achromats can be added to a dedicated macro to get more magnification, so even if you start with the lower cost alternatives, they don't have to go to waste if you later choose to get a dedicated macro lens.
I'm not a macro specialist, but do like to shoot this genre. I personally use dedicated macros, achromats, and TCs. It's fun, and can be frustrating, challenging, and very satisfying. . .
Scott