Decide what you want before you look for one. The basic models show you the state of the MIL (on or off), and let you read and erase codes.

Additional useful features, in approximate order of likeness for a certain price point (most likely first):

Emissions readiness and state. Know if you'll pass your state inspection before you go.

Freeze-frame data show you the conditions under which the code first showed up. Road speed, engine temperature, RPM, etc.

Live sensor data show you what the PCM sees from the running engine.