The Topeak master blaster and road morph get a good review. I'm wanted a pump that was small enough to fit in my jersey though and went for the micro rocket and despite is size its size I've been impressed when I've had to use it.
I've used CO2 in the past, but it's a bit hard to regulate, and is more of a getyouhome. Oh - and I've run out of gas trying to get home.
I carry a Mini Morphe pump. Easy to get up to 60-80psi quickly, which is generally enough to get me home or to a bike shop to use their track pump to get the right pressures. If I put in a bit more effort, I can get it over 100psi, but I find it very hard to judge the pressure by feel at that point. I carry it on the frame on a bottlecage mount.
My partner has a Morphe, which has a gauge, which makes life easier. OK, so it's small, and maybe not as accurate as our Joe Blow, but it means we can get the pressure we need and not compromise performance at all. It's just a bit bigger, is all.