depends what car it is...age, use, etc. For race cars, mechanical. For cars that came with decent electric gauges, they're fine.
I've always been mechanical. Then about 10 years ago I went electric on the temp only. In a few weeks I'm stepping in with both feet with electric water and oil. It's the only way I'll really know.
Mechanical ones are fine, unless they start to leak, which is always a possibility. That being said, I prefer mechanical ones, but I agree that OEM electrical ones do just fine.