nitestalkr, unless ur talking bout hoses feeding a input system like a map sensor (which can be mounted close to the pressure source anyway) i wouldn't worry bout the v.small +/_ in response time. How often are you looking at the gauge when quick pressure changes are occurring? I think a gauge is really only a rough indication anyway, specially when the needle is moving quickly.
Again, this doesn't apply to A>D conversion, like map senders, logging box's etc feeding closed loop systems.
To answer your Q more, many gauge sets come with a small ID nylon line, instead of normal wider vac hose.