This is incredibly important. I had a cheapy Nashbar pump that I think lead to a pinch flat and then a fall during a 30 MPH turn. I tested it with two different guages (one dial, one digital) and what the Nashbar pump said was 120 PSI was 80 PSI! I now use that pump for kid's bikes, it can't get above 100 PSI anyway.

I did some research and Joe Blow is the best. I have a Joe Blow and a Joe Blow Pro. The gauges are spot on accurate. With in one PSI. You may spend a little more, but for safety it's really worth it.

Also, some water got in my Joe Blow Pro during a storm. Topeak customer support sent me out a replacement gasket. Took them 2 friggin weeks, but they did it, no charge.