I run the innovate stuff. It can be a little buggy if you don't ground it properly and the sensors themselves can go bad if you foul them with carbon but for the most part I have been very happy with them.
I have bought the 'lambda cable' for two different cars. I got the fancy gauge the first time but I didn't ever use the logging feature or anything so the second time I got the one that just reads the numbers with no fancy programmable dials and led lightshows.
I don't have experience with other systems, but I think some of them are getting pretty affordable too.
