Be careful of cheap adapters. To get proper infinity focus and to avoid hanging the mirror on more clearance-critical lenses like a modified L 19/2.8 II you need an adapter that is EXACTLY 3mm thick - no more, no less and uniformly so around the diameter of the adapter. Some makers seem to ensure infinity by making the adapter JUST under 3mm thick - which for some lenses is a no-no.
The gold standard are Kindai (sic). CameraQuest adapters are apparently re-painted Kindai units. Happypagehk on ebay are ok, but just. I have some and if could do it again, I'd buy Kindai/CQ. Fotodiox are good.
Novoflex makes a unit (big $$$$) that uses the same lens mounts as Leica uses, but it is something like $240+ and you need one per lens.
Sometimes cheap works, most often it's a PITA. Most adapters need to be adjusted (see
www.pebbleplace.com) - no biggie. If you're serious about using the glass on an EOS body (I do on a 1Ds2), pay for the better units. Given the cost of the lenses....