i've never used an undergravel filter personally, but i hear that they generally don't come very well recommended.
in my 2.5 gallon betta tanks i have the red sea nano art deco filter, which is awesome! it's very powerful but doesn't put out a whole lot of current, and is perfect for them.
in my 5s i have a sponge filter in one with an air pump rated for up to a 20 gallon tank, a whisper in another (which i do not like at ALL but it came with the kit), and a small
HOB that i'm not sure the brand of (the company sent it to me when i called because the second whisper i had gotten as a replacement for the first one that died went out as well).
on my 10 gallons i have an aqueon filter on one, and i think an aquatech on the other, but i'll have to double check. i like the aqueon filter a lot, it's pretty quiet and powerful, i haven't had any problems with it.
on my 20 i have a biowheel (using it without the wheel actually), i had my first biowheel die on me, and the wheel on the new one doesn't spin, so i think i'm done with the penguins. from now on i'm only getting aquaclear filters or canisters if the tank is large enough!