The best one I know about is the Deflesko. Outta my price range currently, but would love one. Look for the highline meter thread. They are reasonably priced.
Well it depends on how much money your willing to spend. I own the following gagues: PosiTector 6000 (for metal and aluminum vehicles) PosiTector 200 (For fiberglass and such) I'm very pleased with these gauges, they aren't cheap but worth the money in my opinion. As to where to get them you can either get them from Phil (Detailers Domain) or Chris (eShine) Oh there is also the PosiTest DFT Coating Thickness Gage which is much cheaper and still provides good, reliable readings.
Is it absolutely necessary to have one to detail? or is it just a "safety" tool to use so you don't burn through the clear coat?
Its more of a safety tool, but it will tell you if the paint is way too thin in areas. If it's waayy too thin, then you might not be able to do paint correction. It will also let you know if some areas are alot hicker than others, hinting at a possible respray, which could be good to pass on to the vehicles owner if they dont know about it.
I have a Positest DFT and am quite happy with it. The 200 and 6000 are on my short lists of things to get.