Thought I'd contribute to a post that helped me out a lot. Here's my setup:
Found my connection at a black hose between the intake manifold and the valve cover. No rough idling or anything so far, and she idles between 18-16hg and goes to about 10 during normal acceleration. Haven't had her go past 20 yet though, even on downhill or braking.
Got the 3/8" hose from Lowes for $.52/foot (only needed 1 foot), a plastic tee (3/8", $2.04) and a few clamps from Oreilly for $3. The rest of the fittings and the hose came with the gauge (a Sunpro black for $26 from Autozone, just like the one the first poster has).
As far as the ability to detect shift points, I kind of wondered what the OP meant by that, but the more I got used to the gauge, the more I could tell what he meant. If you shift too early, your RPM's will be too low when you go into the next gear, and you'll have to push the pedal down farther, sending you under the 10hg mark. You have to start shifting a little bit higher up in the RPM's to get into the correct power band where you don't open the throttle as much. Of course, it depends on your gearing, but for me it seems to be around 2500rpm (some people said 2000, it just depends on your car of course).