I have a used a couple of different ones. There is the type that you can hold up against a tank valve. These work but I am not a big fan of them for a couple of reasons.
First, their proper use depends on cracking open the tank valve just right to get a proper flow rate moving across the sensor. Too high and you wear out the sensor earlier. With a flow rate that is too low (without some type of gas capturing device), you risk less accuracy in the measurement. Using the types with the flow restrictor makes this easier, consistent and accurate.
I prefer the units that have the oxygen sensor connected at the end of a cable, independent of the main unit, like my Miniox. One reason that I like these is that I can flow my gas through plastic tubing to my Helium analyzer and then take some more tubing, connected to the exiting gas that has just passed over the Helium sensor, flowing the same gas into my O2 sensor at the same time. Maybe you will one day start diving Helium and maybe you won't. This will keep that option open and, in the event you do need to check O2 and He content, you won't have to start pulling out different types of setups for checking each gas; you can just line up your analyzers in series.
If you decide to go with a flow restrictor, consider this: Some people elect to use the type that connects to the low pressure inflator for your BC or dry suit. These are good for checking your mix after your gear is set up. However, other than that case, if you go with the low pressure plug-in flow restrictor, you will have to keep dragging out your regulator when filling and mixing (Make sure it is one of your O2 service regulators for checking high fraction mixes!).
I prefer the flow restrictor that that screws into the DIN connector from the tank valve. It is small and it fits in a small dry box with my O2 and He analyzers. However, I also carry the BC low pressure inflator plug-in type for checking my mix in the field.