Most I have read says only need to buy a "field" gauge. The "field" gauge measures the maximum allowable headspace.
There are others who may use Go and No-Go gauges.
The Go gauge ensures there is enough headspace. If the bolt won't close on the Go gauge, there is not enough headspace
The No Go gauge ensures optimum headspace. If the bolt closes on the No Go gauge, there might be too much headspace, go to the Field gauge, if the bolt closes on the field gauge then the headspace is beyond SAAMI specs and could be dangerous.
to check headspace on an AR, you need to remove the ejector from the bolt. The easiest way to do that is buy a jig to push the ejector in as you hammer out the roll pin which holds it in the bolt. There are videos on Brownell and Youtube.
EDIT:...my entire post deals with CHECKING the headspace, not adjusting it...