almost all temp guns are +/- 2ºF up or down. They also tend to reflect off some surfaces and read something other than what it is pointed at. (flexwatt seems to be bad for this in my experience.) I don't like general sweeping statements but the dial type often sold in pet stores are questionable accuracy. There are good dial types but they will not cheap ones.
Typically I would believe a herpstat Helix and ecozone over ANY thermometer you typically see (I have never seen specs of VEs so I can't say I don't own one.) As a rule they are less than one degree over or under and that is better than most cheap digital thermometers and as good as less expensive analogue ones (not really appropriate for herps glass analogue ones)
Most on off types are the same +/-2ºF there are some that are 2ºC (about 4ºF) that have been used a lot as well.