VDO, Auto Meter, Faria, and Sierra, among others, are all brands of senders and gauges. To pick one think about....
1) Mounting hole size
2) Temperature range
3) Gradations on gauge va the parts of the range you care most about
4) Face color
5) Bezel color
6) For VDO gauges, bezels are often sold separately. Be warned and check, even if they show a picture with a bezel!
To order a sender, think about...
1) American Standard or VDO standard (VDO often uses a different resistive range)
2) Single station vs dual station (dual station is half the resistance along the whole curve to allow for the same current through each gauge as would be the case in a single station setup)
3) For VDO gauges (and maybe some others), standard ground or floating ground (standard ground goes has only one wire at the sender, using the engine block as the ground. Floating ground allows the running of a separate ground wire, which can sometimes give a better ground reference and more accurate measurement)
4) Thread size vs engine port size vs any adapters provided.
The part numbers will vary with what you want.