As the title says, which one should I get?

 

Electric gauges are a much easier install. You can run wires wherever you want, and as much/little wire as you want. allows alot more options for mounting where you want.
With mechanical, you are limited to as much length of tubing they supply(usually plenty comes with the gauge)Pillar mounting is usually not an option. You also have to worry about kinking the tubing, and touching another hot part of the engine/transmission causes erratic readings.
Electric also gives instantaneous reading with changes in temperature. Mechanical temp gauges there is always a delay in the heat reading transferring all the way up the tube to the gauge.
The electric gauge sender is usually smaller, and uses 1/8" pipe thread, allowing more install options. Mechanical sender uses a larger bulb style fitting that limits your install to anything except a hole in the pan almost impossible.
The only advantages I can even think of for using a mechanical temp gauge is cost(they are usually cheaper), and having the ability to see the temp reading after you shut your ignition off.

 

^^X2