Dan I have done that. The problem when only physical contact is made IMO is the focusing. No Digital camera comes with splint prism or other focusing assist. The focusing light obviously wont work, not electronically coupled (Though I believe you can add a chips to manual mount were this tweak your camera thinking the attached lens is a F 1.4 (If interested I will give you the link). Now when you (If you can) decrease the F stop, to get better DOF, your focusing power Even gets worse at that magnifications. Get ready to laugh, at one point I used to bracket my focusing....
Your better cheap option is to get Kenko's electronically coupled extension rings. A set or three rings 12mm to 35mm that can be used in any combination as well, will cost you about $100.
And I think the best solution to keep electronics at work, is the excellent article and links Alex left in macro section
>>LINK<<.
I am surely going to use that only problem still is light and exposure.