Extension Tubes:
These are hollow tubes that you attach between your lens and the camera body. This distance increase allows the image to be focused closer and focusing closer projects a larger image onto the sensor. Since no extra glass in present, image quality will not be affected.
Light loss will definately be an issue as will the ability to retain communication between the lens and camera.
This method is considered the best because IQ is not affected however depending on the brand, you may lose AF or your lens may not fit.
Close up FIlters:
An extra piece (or two) of glass that screws on to the front of your lens. These are generally thought of as the less optimal solution for macro as the impact on IQ may be drastic.
This will depend on the original quality of your lens as well as the quality of the close up filter
Telephoto Extenders:
These are mounted between the camera body and the lens and contain glass elements inside. These glass elements are of higher quality than those of a close up filter.
Since there is additional glass as well as increased distance to the sensor plane, IQ degradation and light loss will occur.
Issues of compatability are something to watch out for as well.
Reverse Mounting:
Taking another lens (usually of a shorter focal length) and attaching it to the lens already attached to the camera. This is done via a coupling ring which attaches to the front of both lenses. So that the electronic contact points of the second lens are exposed.
AF is not recommended as the added weight of the second lens may induce quicker wear and tear on the focus motor of the first lens.
Full communication is retained (for the first lens).