I use a TIF 8800A. I've had this model for ~6 years (and short of replacing the rechargeable batteries once, and a tip after it got messed up with rectorseal when I borrowed it to a co-worker), it has worked like a charm. I rely on this tool, and have much more faith in it than I do soap.
Always start the unit in a clean air space, like outside.
The key to correctly using a combustible gas detector is always test it to a known source of gas before doing any detecting. Since I'm an evil cigarette smoker, I always have a butane lighter around to test against. This ensures the unit is working.
Also, use a model that has an adjustible sensitivity AND USE THAT KNOB! The sensitivity setting can be your best friend or enemy. In areas where gas has pooled (floor joists), the sensitivity can be turned down to find the actual leaks. For obscure leaks (gas controls, burner valves on ranges), the device can show leaks that cannot be soaped.
I have found leaks that others with soap have not been able to find. One in particular was a 2# gas line with an overcut thread. There was what looked to be a pinhole in the old petrified pipe dope. Soaping did not show the leak, as the soap was blown away from the hole.
There are some peculiarities with all sniffers. They do react to some pipe dopes. Guys using recto #5 and 'gimme the white' will find some slight false readings off the dope. Those who use 'gimme the green' and especially the blue-lock dopes are pretty much stuck to using soap, as the alcohols really mess with the sniffer.
I personally use megalock, mostly for it's easy clean up. A nice byproduct is that it is inert to the sniffer. Anyone choosing to use a sniffer should really try the sniffer against their dope and use what works the best.
Also, if you're going to both sniff and use soap (for an added level of security), always sniff first. My sniffer will even pick up dried soap.