Depends on what you want to use it for in my opinion. If it is for checking guns in at a match that need to make a specific trigger pull, then I agree that the weight set is best. They are the most consistent and "idiot proof". However, they have a few limitations. Speed of use and ability to read an exact weight are two that come to mind.
Here is a link to an NRA "official set":
http://www.brownells.com/.aspx/pid=9710/Product/NRA_OFFICIAL_UNIVERSAL_TRIGGER_WEIGHT_SYSTEM
Although there are other places to get them of course, Brownells has several other weight-based sets:
http://www.brownells.com/.aspx/cid=2261/Products/Trigger_Pull_Weights
For everyday use on a variety of items, I much prefer the Lyman digital. I have had one for several years and really like it. I picked it up back when dealer cost was about $40:
http://www.brownells.com/.aspx/pid=7956/Product/ELECTRONIC_TRIGGER_PULL_GAUGE
It uses strain gauge technology and is supposedly accurate to within 1/10 of an ounce from 1 oz. to 5 pounds and to ½" oz. from 5 to 12 pounds. I don't know that I would agree it is that accurate, but it does allow you to take an average.
I have tested mine next to a weight set and my averages were very close, not to mention I could read weights in between the available weights we had with the weight set. It is also very fast. Even taking several readings to get an average can be done basically as fast as the firearm trigger mechanism can be reset.
As to consistency, the Lyman takes more skill and practice. The difference is you have to pull back against the trigger with this type gauge rather than letting gravity do the work. It is very easy to pull just a bit "too long" and add to the read weight after the trigger breaks. It is therefore best to do several and take an average instead of just doing one as with the weight set. Some practice helps, too. I know I am much more consistent in the readings I can get now than when I first got it. My $.02 anyway.