Then there's the opposite extreme. One guy I know carries along one of those big old Conn electro-mechanical Strobotuners every time he goes out...
...then spends half his time obsessing that he's out of tune. Any time you see a picture of him playing with the band, he'll be the one with his back to you as he fiddles with his tuner/guitar.
Personally, I've found the little Snark clip-ons to be remarkably fast and accurate...
...and like Aaron says, if you have to pay more than $10 you're getting ripped off. No reason not to have a half-dozen of those laying around.