heh, some of those gadgets are useless, some of them work fucking awesome. Not sure what brand I've used in the past, they are yellow and I am pretty sure the name started with a Z or something like that. Things worked just fine for the most part, so long as you didn't move it too fast across the wall. Some of them have a "deep scan" mode in case there's a double layer of drywall or whatever that prevents it from find a stud. Most of the time it's just easier to find and mark one stud, and then just measure out multiples of 16" to find the rest. Start near a door casing or end of the wall, then measure from there. If the builder was halfway decent, they should be pretty close to 16" O/C, that's pretty standard. Hence why tape measures often have little marks on 16, 32 etc.
But hell, if it's drywall, just get some EZ-Anchors, or something of that nature. Not those shitty little blue fisher plugs. These ones I am talking about have a big "thread" on them and they screw right into the drywall, then you can screw into them. They hold extremely well in most cases, so long as whatever you are doing it for pulls down, and not out.
Huzzah!
http://www.smithfast.com/ezanc.htm