It totally depends on what you want/need/expect out of it. I have three styles.

I use the Velleman DVM-style the most. It has the worst resolution, it's the slowest, eats through batteries, and it's the least capable. However, it is handy because it's so portable and small. It works great for lower speed signals that are commonly seen in pic use. It won't measure a PIC crystal, but it's fast enough to measure just about any output a PIC is capable of, if the clock speed isn't higher than 10MHz. (Slow the pic down for testing high speed spi with faster clock speeds.) For a "typical" pic hobbyist, I would say one of these will be great 99% of the time, and you should be able to adjust to accommodate the other 1%. I liked my old one so much that when it broke, I immediatley ordered a replacement, that happened to be one newer generation. After I placed that order, I opened up the broken one and found a broken wire, which probably happened from me dropping it. (BTW, they do come with a power supply/charger for using it with NiMH or w/o batteries.)

The desktop scope is handy when you need precision, good storage capability, or high speed. This one can measure nS instances that the others can't. It also has better resolution on the trigger settings and cursors.

I haven't used my PC scope since I got my Velleman. It has all of the worst features of both of the above. Lower portability, and less convenience. The only thing good about it is the data logging capability... and the last time I needed that, I used my Radio Shack voltmeter. On the other hand, these are sometimes compact, and can fit in a laptop bag nicely.

Have fun!