Fisheye lens for Nikon D5000?

Which fisheye lens are the best for the Nikon D5000?
(that are under $200)

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None. Anything that cheap would be a cheap screw on filter that will give you distorted images. Real fisheye lenses cost over $400.

Nikon makes a 10.5 mm fisheye lens $775
http://www.nikonusa.com/...8G-ED.html
Tokina makes a nice 10-17 mm fisheye zoom, $590
http://www.bhphotovideo.com/...X_107.html
Sigma makes a nice 8 mm fisheye, $900
http://www.bhphotovideo.com/...EX_DG.html
Any add-on "fisheye" is just a toy and as long as you know that up front, then you will NOT be disappointed if you happen to spend $40 for one

True fisheye lenses that connect directly to the camera costs more than entry-level cameras. Semi-fisheye adapters that screw on to a lens would fit your budget. I see nothing good with those fisheye adapters so treat them as an expensive toy.