I recently bought a fitbit zip; it was quite convenient as it's so small and you can clip it discreetly on your waistband, ontp your pocket, or bra.
It is quite motivating to be able to see your activity throughout the day, and it encourages you with each milestone you get for steps taken per day.
However, I am sending mine back; I found it really overestimated calories burned when walking, although it may have just been a fault with mine as others on the fitbit community have reported much lower walking calorie burns than mine.
I also use MFP everyday, and found it didn't work well with it - MPF always gave me really inflated calorie allowances based on fitbit's adjustments.
A lot of people love fitbit though, so could be worth a try. Alternatively, have you tried a heart rate monitor for tracking your achievements whilst exercising? (Although I have tried a couple of these as well, and found them to work very intermittently, so I think I am giving up on fitness gadgets!)