I have yet to find a thermometer that I trust. I end up putting all the thermometers I own in there and taking an average.
I bought a medical thermometer from the drug store, thinking that at least I know someone is doing quality control on them. The trouble, though, is that (at least when it's laying sideways) the number it reads only goes up and doesn't come down until you shake it. Oops. But I figure it's still good for helping to judge my other thermometers, and as a bonus, I know whether the temp spiked and came back down because the fever thermometer will read higher than the others.
Some of the discrepancy, though, can be from position in the incubator. Corners are sometimes cooler than the center, and the important temperature is at the top edge of the eggs. One of my books says that you shouldn't even set a thermometer across the top of the eggs (like the incubator instructions show!) because the difference in height could make you think your incubator is warmer than it is.