OP-
What is your budget? There are decent sights in the lower end, but you need to be much more discerning and not have expectations that are unrealistic for the money spent. I have/had quite a few sub-$100 dot sights. Some were darned good, others were absolute junk.
I have found pretty much universally that sights under $40 or $50 are suitable for non-spring airguns and toys only. Subject them to recoil, they will fail; Electrical connections lost intermittently, wandering zero, or just plain broken.
$50-$100, there are some decent options for recreational use, but nothing terribly good or very tough. You have to shop very carefully in this price range, and I suggest not buying them sight-unseen; Inspect the unit before purchase.
$100-$200 will get you into better sights with more repeatable adjustments, better battery life, clearer lenses, etc., but still not much in there I'd trust in a truly hard use environment.
Get up into the $200-$400 range, you're less likely to get a defective unit, will see longer battery life, more positive and finer adjustment, greater durability, etc.
North of $400, you're getting good durability and quality, and starting to pay for more features and/or greater refinement.
look into a Trijicon reflex sight............. Up side no batteries, EVER. I think these can be had for ~$250.
The cheaper Trijicon reflexes are battery powered, and are junk. I played with an MS03 (Was $179 at the LGS), and the dot wasn't even a dot-more of a fuzzy oval. Honestly, my $60 Sightmark Mini shot is a better sight. The dual illuminated Trijicon reflex sights start at about $450.
At the ~$250 mark, I'd take a hard look at the Burris Fastfire III