When I can't take my flash off-camera, I prefer the type of attatchments you mention (or a diy black foam that does something similar) to get DIRECTIONAL light. I like light that models the subject's form rather than flat light coming straight from the camera angle.
I couldn't agree more!!

Personally I find the flip up white card on my sb800 to do me nicely (although I prefer off camera if given a choice!), so I don't sock a lot of money into anything else. But if I needed something more, either of those two products would be my first stop.