We almost always use this, especially on any car which is valued slightly higher. The beauty of this is that it uses magnetic induction to verify the thickness of paint on a car. The reason you need this tool is to establish if the paint all around the car is of even thickness. If you find a panel on the car which is way off in paint thickness from the other parts of the car then this could signify accident damage.
We use the Sealy TA091 (Click for Current Price on Amazon) which is really small and compact and has provides pretty accurate readings. We test all the major panels of the car as part of our through car inspection process. You can also read our guide on how to tell if a car has been in an accident.