As you can see, there is a strong preference here for putting one's gauges on the wrist. There are a couple of advantages to doing so: You can see them constantly, if you keep your hands out in front of you, and you don't have a large, bulky console to secure somewhere. However, using a wrist gauge means either not using air integration, or purchasing a fairly expensive (and sometimes temperamental) transmitter to send the information from the first stage to your computer. In addition, divers using wrist gauges have to keep TRACK of them -- it's slightly more difficult to lose your entire regulator setup, with console attached!
I personally have never found air integration to offer enough to me to make me want to spend any additional money to get it. My husband uses a Vytec I bought a long time ago (because the numbers were bigger) and when he inherited it, he did buy the transmitter for it. It syncs most of the time. He likes not having to look at his SPG, although he does still carry one.
Safety-wise, it doesn't matter where you put your gauges, so long as you consult them regularly. Budget-wise, remote AI is quite expensive. AI is more expensive than a simple wrist gauge and an analogue SPG, but that combination will tell you everything you need to know in the water.