I use a separate gauge, because I've found the ones integrated into pumps to be inaccurate and prone to failure.

My Topeak Road Morph pump gauge tends to stick in its housing, moving in jumps of 1 bar (15psi). Sometimes it doesn't move at all, depending perhaps on the weather. It works better when starting with an empty tube (flat). If you're topping your tires off daily it may not reflect the 20 lbs you added with any gauge movement. I've seen this in 3 Road Morphs, so if your gauge works well then count yourself lucky.

The Lezyne MFDHP pump can be purchased with or without gauge (which is also sold as a stand alone accessory). I got mine without gauge on sale for ~$33, and I think they go for >$60 with gauge normally. I intentionally chose the no-gauge model based on my Topeak pump experience, and because at the time I bought the Lezyne from Wiggle, 2 of the 12 reviewers mentioned the gauge was inaccurate.

I use a separate pressure gauge. My favorite is a cheap plastic round dial gauge made by Zefal, bought from Nashbar a long time ago. I've tried a couple of the newfangled electronic digital models - they seem no better than the old Zefal, with added complexity and the requirement of occasional battery replacement.

Separate gauges are not necessarily more accurate than pump-integrated gauges, but they can be discarded and replaced for less cost than a whole new pump. This Meiser used to be a decent gauge for reasonable cost; apparently since moving production to China they are now very hit-or-miss accuracy-wise:

http://aebike.com/product/meiser-pre...u3008-qc30.htm

This PB gauge looks pretty good but I've heard little about it:

http://aebike.com/product/planet-bik...u1032-qc30.htm