If you are going to measure components, it would be wise to decide what range of components and what measurement method is best for your needs.
Some will say a bridge is best. Some units use other methods, which can promote bad judgment when it comes to deciding if a part is good.
If you are manufacturing parts, you need to know if they are intolerance. If you are troubleshooting equipment, it depends on the nature of that equipment.
For instance, for capacitors, there is leakage resistance, capacitance, dissipation factor, ESR, ESL, self resonant frequency, temperature coefficient, stabilty with dc bias and/or excitation voltage, just to mention a few often important parameters.
If your needs are more casual, then it probably doesn't matter how you measure the parts. In my case, I have several instruments for measuring components, and each has its strengths and weaknesses. I have several bridges, which I usually prefer. When it comes to high frequency, I prefer the nanoVNA. For electrolytic capacitors, I have a bridge and a cute Chinese gadget for the capacitance and ESR and another bridge for leakage. For tiny high frequency capacitors I have an RX meter.
These are just for measuring capacitors. For other kinds of components, the options are different.
So the simple answer is that there is no simple answer. However, of all the devices, I would choose last any of the hand held gadgets, as I don't know what method they use to measure.