I prefer mechanical. I like the direct vacuum line running to the back of the gauge. You don't have to worry about sensor failure or variations in sensor sensitivity or accuracy. Even very inexpensive mechanical gauges tend to be very accurate and tend to last longer than you will ever own your car.
I like the VDO mechanical. That company provides OEM gauges for a lot of auto manufacturers, especially in Europe. it has an excellent reputation for accuracy and reliability. I just like the vacuum or boost directly moving the gauge rather than relying on electronics to interpret from a sensor and then send a secondary signal to the gauge. Too many steps and too many ways to inject inaccuracies.
If you do decide to go electronic then the only real benefit, IMHO, is if you use the sender (map sensor) already present in the car and monitor the boost data through the OBDII port. That's what you would get with a Dash Hawk or Cobb's AP. If you are tuning to a specific target and want your gauge to read the same thing the ECU is seeing (questionable validity IMHO, because I want to know absolute boost), then you can adjust ECU mapping to what the OBDII port is reading.
