Your decisions may vary per application.

If I were to put an oil pressure gauge inside of a car, i'd rather use one with an electronic sender to avoid running 100psi of oil pressure into the cabin.

On the other hand, if I was going to run a fuel pressure gauge underneath the hood in the engine bay, I would use a mechanical gauge because its simple and inexpensive.

Post what gauges you plan on getting and for what application, and i'm sure myself or someone here can help you choose one that fits you.