Gauge Accuracy
All other things being equal, you want the liquid-filled gauge--it will be more accurate as it is less affected by vibration, plus the gauges get liquid-filled versions (i.e., Auto Meter Pro-Comp) are generally the top of a given manufacturer's line. ***This does applies only to brand name gauges like Auto Meter, Stewart-Warner, VDO, etc... It does NOT apply to the $14.99 pressure gauge at the parts store!***
You also want a mechanical gauge; they are physcially tougher and don't suffer from the calibration problems that sometimes afflict electric gauges (electric gauges sometimes have trouble zeroing themselves at startup, causing accuracy issues).
I have the Auto Meter Cobalt oil pressure gauge (6121) on the left side of the Autometer 20020 mounting pod; the full-sweep 6191 voltmeter (electric, duh) is on the right. On my '03 Golf IV (the LED lighting is a perfect stock match due to the Auto Meter LED dimmer), I had to cut off the steering column grounding point and attach the brown wire which was there to the grounding point below the main fuse panel to fit in the Aeroquip -3AN teflon hose which I used to plumb the oil pressure gauge. I would strongly recommend all of Auto Meter's (and Aeroquip's) products; I will be adding gauges for boost pressure, pyrometer, oil temperature, and transaxle temperature, as well as fuel level and 'oil' temperature gauges for my veggie oil conversion, over the summer; stock double-DIN radio will go to the glove box and two 42draftdesign (
http://www.42draftdesigns.com/categories/podsandpanels.htm) three-gauge faceplates will go into the dash.