While reading about diopter filters on the blog portion of this site, I came across those macro extension tubes on eBay. I told my coworker about this and he immediately bought the tube. This is the kind where it's just the tube, no glass, no electrical contacts. However, this tube had 3 sections so that you can vary the length of the tube to suit your needs.
Here's an example of the Nikon version of it on eBay...
http://cgi.ebay.com/Macro-extension-...QQcmdZViewItem
Anyhow, when he received it, he brought it to work for me to try with my 28-200 lens. It seems like you lose a couple stops worth of light. At the 200mm range and with all 3 extension tubes connected, it was really hard to do a handheld shot. Try as I might, my images pretty much turned out blurred, partially due to the impossibility of holding your hands that still and partially due to losing some stops of light, thus requiring a longer exposure. (EDIT: I should mention that I tried this at my desk indoors.)
However, if you plan on doing this outdoors with plenty of lighting, I can't see why you couldn't do it handheld. A tripod would be nice.
I'm thinking about picking up a set myself since (as you can see by the link above) the non-electrical tube set is only $20 shipped (to the US).