A mechanical gauge also has a bulb in it for light at night. With fuel pressure gauges.. you have a mechanical gauge, inwhich the gauge is about 40-50 bucks.. but then you have to run a braided like from the gauge to the shrader valve which allows actually FUEL to make the gauge work. This setup puts fuel inside the car, and if you have a bad ground, or the line breaks.. you will have 35-45 psi of fuel spilling in your car... That's why right on the gauge it says "to be mounted on the outside of vehicle ONLY" Fuel can not come past the firewall to be legal. Now an electrical gauge costs like 200 bucks. They come two different ways... one, with a huge isolator inwhich if I remember correctly, you fill the line up with coolant (antifreeze) and then run it to the gauge. Pressure goes from the fuel line to the isolator, pressurizes and transfers that to the coolant, and you get your reading. Second... they have ones with senders that work like any other aftermarket gauge... Just run a wire to it and you're done. If I'm wrong on anything, someone correct me.
Nick