I know your feeling exactly- there have been several times in the past when I've stopped working out and have been surprised to see that my weight was actually lower when I stepped on the scale, because the fit of my clothes was telling me the exact opposite!
I've used the Omron analyzers from amazon and my WW scale also measures it. Interestingly enough, the first time I used the scale, my body fat dropped 3-4% from what it had been on the standalone gadget. They're both consistent with each other, so I'm not sure which one to trust. I'd like to think that the scale is more accurate, which would put me at 32.5% at the moment, but I've never had a formal test done. I think an immersion test is the most accurate, but a skilled professional can also give you goood results with a calliper test. For me, though, the trend over time is what's most important, so the at home gadgets work for me.
BTW- my WW scale runs about $30 at Bed Bath and Beyond and you can always find a 20% off coupon in the mail, so its a pretty cheap investment. I like how it also measures water %, so I can follow trends there, too.