To the precision of these machines, even the inexpensive harbour freight, LMS, or equivalent are fine. If you are in a place where there are a lot of yard sales or flea markets, you can do well that way, as well, for the indicator itself. The other cost is mountings and accessories, and what you need depends on what you are doing. I make a lot of my own mounts, and PhilG shwed his recently ( Nomad 883 Pro Carriage Dial Indicator/Accessory Mount ).
For checking level and flatness of a setup with the Nomad or shapoko, 0.001" (0.025mm, roughly) is fine, and a mechanical (not digital) unit is prefferable, since you can see fine movements of the needle. You care about seeing change, and even cheap ones show that to better than the precision of the machine. For checking PCB setups milled with a 90 degree vee bit (a common setup), with trace width and separations of 0.25mm (0.010"), such as with components with 0.50mm lead spacing, you need to be flat and level to within roughly 0.1mm (0.004") worst case, and and that might need to do some post milling repairs. 0.05mm (0.002") is what I shoot for, and that is quite within the capability of a cheap indicator, as long as the mount to the spindle carriage is rigid.
Most plunger type (standard dial indicators, drop indicators, the type at the top of the page you linked to) in the USA have a 0.375" (3/8") stem diameter, and this is the preferred mounting for greatest rigidity and best repeatability. In the rest of the world, the diameter is generally 8.0mm OD (5/16" + about 0.07mm). The lug on the back plate that many have is handy, but can be more difficult to get a rigid setup with.
For checking level for PBC work, I mount the indicator to the carriage and scan a few different lines across the work, maybe 10mm apart. If everything is within 0.05mm, I set my Z zero to the midrange and call it good. The one I use most on the lathe is a $2 import I picked up at a yard sale, since it is good enough to center a part to 0.005mm (0.0002"). The one I use most with the Nomad for setup is a 3mm range from the GDR I got for $5 at an estate sale. I keep the calibrated units for hen I really need them, since they cost real money and cost more if they go out of calibration.
The test indicator (lever test indicator, dial test indicator) shown by RichCournoyer can be somewhat more precise, but the price is much higher, even for a cheap unit. The range is much smaller in many cases, as well. For the Nomad of the Shapoko, this is probably overkill, unless you have a need otherwise (says the man with about a dozen in different configurations and sensitivities).
If all you want is to check level, and you are in the US, PM me your address and I’ll drop one of my spares in the mail to you. I need to start lightening the stock a bit. Making a mount isn’t a big deal. It doesn’t even need to be dead perpendicular to the surface you are measuring, since all you care about is the changes. At 5 degrees form square, the error is only 0.4% anyway. At 2 degrees (quite achievable by eye), the error is 0.06%. Rigid is key for leveling. Dead square is not.