I usually use my Canon 100mm macro due to it's excellent edge to edge sharpness. However, I also use the Canon 250D diopter which is very high quality. Nothing wrong with using extension tubes either. Non macro lenses just aren't optimized for really close focus but the results can still be fantastic.
It is also possible to use certain lenses in reverse, even just like the Canon 250D as a diopter lens.
Here I used (if I remember correctly) an old FD 50mm f/1.4 lens in reverse, handholding it (because I didn't have a reversal ring) in front of the lens of a simple Powershot G3:
(http://bvdwolf.home.xs4all.nl/temp/Araniella_cucurbitina_M.jpg)
It is a very small critter, something like 1.5 millimetres in length.
Cheers,
Bart