Do they actually say use "your own", or are they just saying that you should always verify the mix yourself? Almost all places you get Nitrox will have one for you to use. Some people have their own but I think most don't - no idea how many (sounds like a good poll.) There is a thread on here discussing this where some number of people said they had their own. On the other hand, I have never ever gone someplace and seen someone bring their own.
Having your own analyzer might be useful to avoid waiting if there are many people wanting to use the analyzer, or in the rare event you run into a place that doesn't have one for you to use. And like any other gear you'd know your own is in good working order, sometimes a place will have one but it won't be working very well.
Note that besides the initial cost, the O2 sensor will eventually need to be replaced (they last from one to a few years.) Keeping them sealed when not in use is supposed to make them last longer. Some people do build their own analyzers relatively cheaply, there are even kits available.
