Depending on the size of your lathe, and the weight of the pieces you will be turning, it is a low possibility to hit one chuck that will do it all. Mini or midi lathes don't need the weight and strength of the larger, heavy chucks like VicMark or Axminster - especially for pens, whereas with a larger lathe either would be excellent choices. The Nova G3 or a Oneway Talon are both smaller, strong chucks with excellent selections in jaws that are nicely sized for midi lathes. They are also a bit lighter in weight so they don't bog the usually lower power drive motor of mini/midi lathes down unnecessarily. I personally would stay away from any of the PSI chucks - my experience with my turning club purchased PSI chucks has been pretty bad - they don't hold up.
One thing to consider is also either to purchase an insert chuck or a direct thread chuck. An insert chuck allows you to change the thread size of the chuck to match the headstock threads of a lathe. Smaller lathes usually have a 1"x 8 thread and larger lathes have a 1.25" x 8, requiring different threads on any attachments like a chuck. Not having to buy all new chucks when you upgrade your lathe is a big win.
Kevin