This is some of what I have found. As someone mentioned, how you use the gun will help you understand which gun is correct.
From low to high:
$12-18$ -
Mattel Hot Wheels Radar gun - Does not do too bad, but any angle, any fences, pitch hits the ground, it will miss. Also drifts a lot over time, temperature humidity. But you can at least get some sense of faster vs slower from pitch to pitch.
$75 -
Glove Radar - Attaches to the back of the glove. Nice because you always have it. I had one of these at one time, it seemed to have a ton of accuracy issues. I think it has something to do with the glove that you use. I use the nokona catchers mitt which is solid and seemed to throw this unit off.
$90 -
Bushnell Velocity Radar gun. This gun is always tuned 3-5mph high. Get a $10 tuning fork and tune your gun, instead of running around the field looking like a moron telling everyone your kid is pitching 60mph.
$150
Speed Trac This is a pretty cheap gun, but it has a nice display. I have had nothing but problems with the speed trac.
$200
Pocket Radar Gun I have never used one of these. I think this gun always reads low, well at least it did when the college coaches were scouting my kid

. I actually hear it is a pretty accurate gun. You can store it in your pocket. It is discreet.
$359
RevFire This is not a radar gun, it is a special ball and a receiving unit. Revfires actual design is to measure the spin rate on the ball. It measures speed, but does not do it well. You have to enter the pitchers distance, the distance from where the ball leaves her hand, not the pitchers plate. Revfire times how long it is in flight, then divides that into the distance to approximate speed.
$600
Jugs Pro gun. This is a very accurate gun. Holds a tuning a long time. Works in a lot of conditions. It is actually a Decatur handheld radar gun, so if you ever want accessories you can get the Decatur accessories.
$600
Stalker Sport. This is a very accurate gun. Holds tuning a very long time. Works in a lot of conditions.
The stalker sport can get speed readings from a long way away, as if that is important. The jugs is more reasonable priced, and available accessories. You often see MLB scouts using the Stalker sport at baseball tournaments. BB fields sometimes are outfield to outfield and you can get speeds from multiple fields from the outfield using the stalker.
The stalker can be complex to buy. There is not a standard package. Even for their normal handheld police radar gun there is not a standard package. As a result people will throw together different packages on ebay, including giving a non-battery handle, and a side battery, which end up sucking. If you see the packages that are less than about $600, they do not have the battery handle, you will end up wanting a battery handle and a charger.
Also Stalker has introduced a Sport 2, but I have heard people are not excited about the sport 2, it is a cheaper gun, but since it is from stalker it is way more expensive than the other cheaper guns.
With the Stalker and Jugs you are not going to sneak up behind the fence nonchalant and get speed readings. You will become the focus of everyone, especially the pitchers parents as soon as they see it. I have seen a lot of guys who try to hide them under a blanket, but pitchers parents seem to be able to smell a radar gun.
Before the pocket radar gun, most college softball scouts used the Jugs pro.
I have found with my daughter a display can be nice. She always turned negative towards the person reading the gun. With a display she focuses down on the number and improving her number.
A lot of the other $10-$100 guns are actually different plastic around the Mattel guts. I would stay away from them.
http://www.wonderhowto.com/how-to-hack-toy-radar-gun-into-real-one-425543/ shows how to build the Mattel gun into a better gun.
Hope this helps.