A depth gage could be as simple as marks on a piece of tape, a line on a ruler, or tape on a drill. Fortunately, of course, modern gages take the guesswork out of measurement, providing a range of simple or high-tech options depending on the job.
In sorting through the wide variety of choices, it might be most helpful to divide gages into two categories: fixed (pin and plug gages) and variable (micrometers, dial indicators, etc.).