I bought an O2 analyzer pretty early on, before doing my TMX training anyway.
Like everything, it depends on the kind of diving you do, whether you have access to a good analyzer belonging to someone else, etc., but I sure would rather use mine that whatever might or might not be on the boat.
A couple of years ago I was on an island in Fiji with an operator that didn't normally pump nitrox, but had a mixing stick and would make arrangements to get some O2 and blend 32 if folks wanted it. Our whole group was on nitrox.
Then the only analyzer the operator had other than the one hard-plumbed into the fill station crapped out. So, no ability to analyze the cylinders themselves. I had my little Palm O2 and I think we ended up using it on 250+ fills that week. So, it comes in handy. Now I have a Divesoft for TMX, but still just use the Palm O2 if I'm on a recreational trip because it's so easy to travel with and use if I'm not having to worry about He.