I actually have an
UltraGauge, which at least at the time was the cheaper of the two. It paid for itself almost immediately and as for convenience, it's just another part of the car. I spent $7 on their "
horizontal surface mount" and have it above the steering column offset to the left, blocking the part of the tach that is just wasted space anyway.
The OE gauge is the OE gauge, and it's pretty accurate for what it is- but the real advantage to one of the good ones is that you can calibrate them. At fill up time you can tell it how much gas you put in and how far you've driven. Then zero out the trip numbers and repeat at your next fill up. After a few tanks you'll be able to trust that the numbers are accurate and only verify them every several tanks. I also told the UG that I have a 10.1 gallon tank, giving myself a predictable reserve off of the calculated DTE. Just because you've been getting good mileage over the course of the tank doesn't mean conditions will be good during your last gallon, you know?
I leave the car's odometer showing trip miles and reset that at every fill up. Every few days I might cycle through the display to see the car's mpg calculation just to say "yeah, that's pretty close to the UG." This morning the UG was showing 54 mpg for the tank and the car showed 52.7. Disagreeing by one and a half mpg is a lot when you're near 20 mpg is a lot- but when you're more than twice as high then it's close enough to be happy with.