The grid-type unit to which you refer is called a collimator. They are relatively inexpensive, and there is an advantage to them I prefer: once zeroed, you can see where your crosshairs fall on the grid pattern, and after travelling to your hunting destination, you can verify your scope's accuracy by reinserting the collimator and seeing that the crosshair position hasn't changed.
Both types of boresighters are designed only to get you on paper. There is no substitute for going to the range and actually putting lead downrange and adjusting your scope to where your rounds are actually hitting.
XD-40 service, XD-9sc, member GeorgiaCarry.Org, National Rifle Association, Gun Owners of America, North American Hunting Club, Rocky Mountain Elk Foundation