I have one that I like, it's a Bodytronics Qone+. I got it in a weight management program kit, so I'm not sure if it's widely available for separate purchase. It's very small and it rarely gets in my way (sometimes I take it off when I go to the bathroom...depending what I'm wearing, it might slide off). I generally wear pants or shorts, so I just slip it on and forget about it most of the day.
If you decide to purchase one, see if you can try it out near the counter in the store first. I know some people who are "shorted" on steps, and some like the above posters where it counts way too many. Also, mine opens up to look at the display, which I've found is better. One of my friends keeps resetting hers because the button is exposed, so if she leans against something the wrong way, her steps are back to zero.
Some are fancier and you can input the length of your stride so it'll figure out the distance walked (sounds like what Dan has?).
On a day where I just go to work and don't do much else, I walk about 4,000-5,000. On a day where I go to work then go walking afterwards, it's closer to 9,000 or 10,000. My goal is 10,000 a day. If you have a competitive spirit, I think you'd like a pedometer. For me, I'm always trying to do things to get a few more steps in!