I absolutely love my thermapen. Finally brought it to brew day, and the guy that does the cooking (I'm the basement bi+ch) wants one now. If you can afford it, go for it. It will get used for more than just brewing.
Only problem I have with it for brewing is that the probe is kind of short (about 6"). The one that Denny showed looks like it has a bit longer probe, which will let you get farther into the center of the mash, allowing you to check for consistency throughout.