I use HF simply because they can be purchased on sale for less than $10. These are ones that retail for $19.95 most of the time.
Get the METAL ones! Several models similar to this one:
https://www.harborfreight.com/6-in-...SAE-and-Metric-Fractional-Readings-63731.html
I rarely use the "fraction" function except to measure a known fraction bit to determine its digital size and then move up or down a size in bits ad Jeff does above.
MM or digital Inch? I am bi-lingual in this (and have been since high school in the early 60's) and usually use the MM size, but to each his own preference.
I got started pen turning when I lived in Japan, and I had a chart on my wall with digital millimeter, inch and fractional conversions. At the time and over there, I did not have fractional inch calipers so I got used to instinctly using the chart for conversion instead of the calipers, but as Jeff wrote, that is a good quick way to measure and compare.
DON'T get the composite ones such as this:
https://www.harborfreight.com/6-in-Composite-Digital-Caliper-63586.html So far, I have had two sets of composites in the past (gifts) and they were low end. Too much flex and inaccuracy.
Low end Metal ones measure to .005 and in general that works fine for pens, especially if one is working with wood. Wood will swell or shrink .001 or .002 (or more in some situations) with wide humidity swings and that is a given. IF one is making REAL high end pens, particularly metal pens or composite pens that sell for $1000 or more, then one should probably consider a higher end calipers/micrometer, suitable for use on a metal lathe.
In this case, a micrometer could or should be used:
https://www.ebay.com/itm/SHARS-0-1-...lPaddedFlatRateEnvelope!38676!US!-1:rk:3:pf:0 I use this if turning a metal piece and measuring metal to metal fittings differences.
Vernier calipers can work for those that have used them for years, but the accuracy is only as good as the experience of the user.
6 inch work fine. Larger ones only get in the way for pen measurement.
BTW, I have 4 sets of HF calipers and keep two by the lathe at all times; one set in my other woodworking space and one as backup. About once a year, I will check each caliper against the others. Surprisingly to me, the HF ones measure a known size consistently accurate.