The most accurate gauge I've found is a good quality floor bicycle pump. Once you have an automotive tire close to the pressure you want, it doesn't take that many pumps to tweak it where you want. I think I paid $45, a google search shows that they are going for more now.
That's what I used to inflate my tires, as I don't have any other gauge, but I felt that it was hard to tell exactly what the pressure was. Mainly because the gauge goes up to 120 psi or so, so trying to tell 40 psi from 41 psi is basically impossible.
Ok, label me crazy, but I've been running 50 lbs on all 4 since last fall. Yeah you feel every bump and crack, I'm not bothered by that, but commuting 90 miles round trip to work at 60 mph, I'm getting 62-65 mpg since the weather has been warming. During winter I was getting 54-56 mpg.