For a long time the rule of thumb has been, if you're mounting them inside the car go with electric (a must for fuel psi, fuel leak on electronics = bad). I've seen cars (none of mine) with a leaking oil psi gauge, makes a huge mess by the time you realize it's leaking.
I do belive that mechanical is more accurate, but that would really depend on the brand. I like a mechanical water temp, just for the peace of mind, it will either work or it won't,(if installed correctly). Which brings up a point, mechanical gauges have sensitive moving parts inside the gauge, if installed to tightly, or tweaked when installed they will no longer be accurate. Electric gauges are more forgiving in that respect.
But, all that being said. I'm running the following:
Mechanical:
-oil
-water temp
-boost/vac
Electrical:
-fuel psi (inside car)
-egt (only available electric AFAIK)
-volt (only available electric)
I would have liked to have gone with an electric oil psi gauge, but did not have the $ at the time. But I have always used thread sealant (not silicone) on the fitting (including the brass crush fitting) of my oil psi gauges, and have yet to have one leak.
If you can afford to go all electric, I would say go for it (except for boost). With the technology today, I don't think accuracy would be a problem.
Hope that helps some, thats just from my experience.