I would like to do some macro photography, but the two lenses I have need the electronic contacts for aperture adjustment and image stabilization (can't live without the former, painful to get rid of the latter).
Basically, the new Extension Tube set (10mm and 16mm) for Micro Four Thirds and Sony NEX can be used at all camera shooting modes and exposure modes. And auto focus works properly.
(Read a few caveats in this blog post, though. Stabilization isn't mentioned but I assume it works.)I don't think they're yet available for sale, but in looking a the prices of other Kenko extension tubes I expect this set to be well over $100 and possibly over $200 based on the German pricing refered to in the blog linked above.
At a lower price, there are also non-electronic-coupled extension tubes: Fotodiox Macro Extension Tube Set Kit for Micro 4/3, MFT Cameras
I haven't used it or anything by that company, and I can't vouch for it, but it does at least seem to exist, and it's only $15. (Which may or may not be a good sign.)
But Fotodiox is clear about the limitations:
The extension ring set has no electrical contact, so you will have to set your camera in manual focusing and manual exposure, or aperture priority mode for metering.
I include this even though it doesn't meet your requirements because someone else may make a different decision on the price/features compromise.
Have you looked into Diopter filters (also called Close-Up Lenses), rather than an extension tube? They can achieve the same effect, however they do throw another lens into the mix, so the quality of the diopter will likely play a big role in your ultimate image quality. Diopters come in a variety of strengths, from +1, +2, +3 or +4, and +10 in common cheaper sets, to single values, such as +10, in single-diopter high-quality lenses. Diopters can be stacked to achieve a greater effect, so a set of +1, +2, and +4 can get you up to +7 power total. I believe the value is the optical focusing power, although if that is always the case with all brands couldn't say. Regardless, they all have the same effect of allowing you to focus closer to your subject. Like any device that allows closer focusing, you DOF will become razor-thin if you stack on enough magnification.
You don't necessarily need IS for macro, and there is some question debate about how valuable IS really is for macro work. When working with such short DOF, you often need to stop down pretty far, and the best way to get a decent exposure and freeze motion is with a ring flash (rather than IS.)
On ebay you can find what you're looking for
There are also reverse rings, I bought one instead of a macro extension tube and it works just fine.
Don't forget that normally this tubes or reverse rings do not maintain the electronic connection between lens and camera so you can not control the aperture and focus if the require power, if they are manual, you are just fine.
Along with diopters, you can get reversal rings and stick a nice prime on backwards in front of another lens. This will net you much higher magnification and be higher quality.
If you can't find any extension tubes on ebay, the closest thing you could get might be extensions for a lens you adapt to your mount.
Auto aperture is pretty nice, but if you get a lens with an A/M switch or a preset ring, it will allow you to focus wide open, and then move your finger for shooting stopped down.
IS will likely not compensate enough because at those magnifications, shake will be, well, magnified. If your camera allows you to adjust the focal-length for IS (such as Pentax), you can try that. But with a macro you should try to brace yourself against, say, the ground, or use a tripod.