Ok, I did this quick test to satisfy my own curiosity, and thought I'd share it with you guys.
I knew that at 200mm the lens would have a different effective focal length at different focal distances, but I wanted to see the extent of the effect.
I set my D5000 to f36, ISO 6400 and the lens to 200mm. The aperture was to get a maximum depth of field and the high ISO was to be able to shoot at f36 handheld. Yes, i did this handheld, but remained in exactly the same position each time, like I said, it was only a quick test.
This first image was with the lens at its shortest focussing distance, of just under 0.5m:
This next one focussed to 1m:
This one focussed to 3m:
And finally, this one focussed to infinity:
I've then tried to roughly overlay a grid of the infinity focussed size on top of the minimum focal distance image:
I know that the box isnt central, but thats because I was handholding.
From some rough calculations that could probably be wrong, I made the focal length of this closely focussed image to be just over 105mm, assuming that the lens is a true 200mm when focussed at infinity.
I think that this is actually a significant reduction! People buy an 18-200mm when actually it can behave like an 18-105mm if your style of photography means using close focussing distances.
Do I care? No, normally when I use 200mm, I am focussing at distant objects and so get a true 200mm. In fact, even when focussing at 3m the effect is nearly trivial.
Hope that my rambling makes sense, and you can see what Ive done!