They are two different birds built to acheive two different aims.
A teleconverter magnifies the image, but actually reduces close focusing ability. They are used to decrease the angle of view; usually of a lens that is already at least a medium-long lens. They are not made for close-up photography. They contain optics. Infinity focus is maintained.
Extension tubes increase close focusing ability at the expense of far focusing ability. They do not contain any optics. They are made for close-up photography. They simply move the glass farther from the film so you can focus on closer objects. Infinity focus is not maintained.
A bellows unit is the same basic idea as an extension tube, but lets you vary the length of the extension as needed. It is more versatile, but also less portable, of course.
Diopers are accessory lenses that are mounted in filter rings. They screw into your filter threads and increase the close focusing ability. Though these are the worst option for optical quality, there are good ones out there that give fine results, and they can certainly give "special" effects if that is what you want!
TCs, extension tubes, and bellows units all cut light by making it travel farther from the glass to the film. A 2x TC doubles FL, but the physical aperture of the lens remains the same, therefore you only transmit 1/4 as much light at a given f stop (or 1/2 as much with a 1.4x TC). I have only screwed around with diopters; never taken a pic with them, so I am not sure if they cut light to a notable degree or not, but I don't think that they do.