I went for the Extech EX330 after some research and in particular reviewing this video. EEVBlog is awesome for this sort of stuff. This is about $55 on Amazon. I do have one of the "cheapo" ones which I got at Home Depot, this thing is far better.
I also got an old school Fluke 8050A off Ebay for $30, that one is pretty nice. The only drawback with those old Flukes is the fading liquid crystal display. They can be changed out with LEDs but it is a somewhat involved process.