I'd go for extension tubes because they don't put any more glass between you and the subject. A macro 'filter' is just an extra magnifying lens element which is likely to add distortion and aberrations to your image. Extension tubes alternatively, allow you to focus at a closer distance to reduce the field of view. They will work with all your lenses and not just one filter size.
Any particular brand you would recommend? The Nikon ones cost nearly as much as a lens. I've seen cheap ones for like £10 on Amazon, with mixed reviews. Some sat brilliant for the price, where as another guy said they ruined his lens as they got stuck on!
Anyway got a lens hood today. Going to try it out tomorrow (weather permitting).