When I've had my first serious digital camera (a bridge Panasonic FZ20) I built a close up lens (with a lens from a binocular) to add on it, and I've made beautiful macro photography with that.
So, when I got on to an DSLR, I decided to build another close up lens which fits my Canon zoom EF 28-135.
I wanted a very good quality for it, and of course it should be an aspherical lens, to reduce chromatic aberrations at borders of the image. I decided to go asking to my usual good optical shop here in Milan for a glasses' lens. So he provided for this great quality aspherical lens, of course it's uncutted.
I'm not able to give you the detailed characteristics of it, but if you explain to your optic your pourposes he should make the best choice for you. [UPDATE: I've found the envelope, following are the characteristics of my lens: DX OP CR.39 1,5 ASPHERA 3, Sph +500 ,Cyl + 0]
Ah, mandarin is only to keep the lens up... and to catch your interest of course ;-)
Step 1: The Rings
To connect the close up to my lens, the best way is to use the ring of an UV filter. I say UV because it's the cheaper one, but you can use any filter of the right diameter, also another close up lens. I've had to use an adaptor too, because in my case the lens was a bit little to cover all the surface of the big 74mm filter ring of the EF 28-135, but maybe you're lucky enough to find a lens with the exact diameter.
You can find very cheap filters and adaptors on eBay, there are some steps in the available diameters (24, 27, 30.5, 37, 40.5, 43, 46, 49, 52, 55, 58, 62, 67, 72, 77, 82, 86mm), so take note of them before going to ask for the lens. You also can find adaptors to reduce or enlarge diameter of your lens, but remember that the more you reduce it, the more you loose luminosity.
Step 2: Making the Tools
The tricky step is to disassemble the filter and assemble it again with your new lens. This is not theoretically difficult, but you must have the right tool, because trying to make it with a screwdriver or something else you could scratch the new expensive lens.
So let's build this tool. You first have to misure the distance between the two grooves on the inside ring of the filter. Then get an aluminium bar a little longer, two little screws for metal, and with your column drill make two holes at the right distance.
Step 3: Check They Work
Now you can thread the holes, or try to screw in with some force the two screws. They have to stay fixed, so you can glue them with some cyanoacrylate glue (pay attention to your eyes), but maybe it's enough tighten up hard.
Then check the distance between the two holes, maybe it's not perfect, but you can now adjust it. Indeed you have to filing the screws until they fit exactly in the two grooves of the ring. I had two of them because I needed one for a different diameter.
Step 4: Crown the Mandarin
With great attention you could try to unscrew the inner ring of the filter. If it's very hard try using some releasing spray. Then clean everything very well, because maybe the new lens has some delicate anti-flares covering.
Once you've done you can insert your lens between the two rings, and screw them again. I had to screw that on the adapter ring too.
Step 5: Mount the Adaptor
When you mount it on your DSLR lens you have a great macro lens!
Step 6: That's It!
Now try to take the best advantages from this new baby, experiment with his very near focus point and good deep of field (for a macro lens). You'll enjoy with it, and when you get bored it's little enough to put in your pocket!