I myself prefer the round dial type with a 6 or 8 inch hose and a little valve that holds the reading until you mash the valve.
Other people use the type that goes on the end of your air hose and gives a reading when you hook up to the tire. Then you press a valve in the device to apply shop air. These are sometimes not accurate at all; get the ones with the round gauge only for these.
I have a digital one i got from tirerack. Very good with a red light to spot the valve in the dark. Comes with a case - like spectacles case. Needs batteries. Digital display has a red backlight. Pretty accurate.
Recently, I was curious re the accuracy of tire gauges. I compared the cheap pen type gauge I keep in my car, my wifes digital gauge and the gauge attached to the hose on the air pump at a local gas station. All three gave the same reading over several tries. I conclude that either each is accurate or that they are each inaccurate in exactly the same way (which seems unlikely).
i use the dial but without the hose like the pic which a4passata6 has above but the arm is anglef to let you put it over the tire valve. it's pretty accurate and have used those for years. unfotunately once it a while those breaks. these ones are pretty much metal/plastic casing which comes with a cheap plastic case.
on a recent trip i bought two similar type where the casing is pretty much all plastic. i've been using them since my other one broke last summer. i thought they were not accurate and when i bought this passat a few weeks ago, i went out to but another one of those. upon testing the pressing on both or rather all three gauges, they all have the same readings and quite accurate. i'm willing ot part with one of them for a minimal price plus postage if you are keen. 8)