I would go with Mechanical. They are more accurate and less prone to failure. The only danger with this is that you are running live hot oil into the cabin for the gauge, and in the event of an accident, if that line was broken, you could end up with a face full of hot oil.:icon_mad:
If you get an electrical gauge, you would have to run your own wiring. You cannot use the signal or wire from the stock gauge. Since i removed my water temp gauge, i simply spliced into the wire in the engine bay for the stock water temp gauge, and spliced into the same wire in the gauge cluster and used that as a sender wire for my oil pressure. Just made 1 less wire i had to run.