A densitometer can be helpful, but you don't need one. I'll give some advice regarding them in a minute. Zone I is a small amount of density over film base plus fog, so as long as you can see a distinct density difference between Zone I and FB+F, then you're fine. If you can't quite tell if there's a difference, move to the next 1/3 step. If you have the black card touch the edge of the negative, then it will be easier to compare FB+F to Zone I on a light table.
A good general principle is to keep your test as close to what you're going to do as you can. So if you're going to scan, then scanning is the best test. If you're going to print optically, then that's the best test.
I've owned and used a bunch of densitometers: A Cosar, Mantis, MacBeth 810, and now I have an X-rite 316T. For Zone I testing, any will work. You want one in good shape, and the calibration strips are helpful. For non-staining developers, any of these are fine. With staining developers, as densities get higher, the proportion of density from the stain increases, which is the case with Pyrocat. This stain blocks more UV than visible light, and many alternative processes are most sensitive to visible light. For Zone I, none of this really matters, as the stain is such a small part of the density at that level, but for Zone VIII tests it does matter. So if you read a Pyrocat negative with a standard BW densitometer, it will under-report density. Better would be the blue channel reading of a color densitometer, and the best would be a UV reading unit. But you can make do with any of the densitometers, as the percentage of density to stain is fairly well known.
In any event, even after the densitometer tests, you'll want to keep an eye on your negatives, and if you're not getting the tonality that you want, then you make adjustments, as it's the prints/scans that really matter.
If you can find a densitometer in good shape for a reasonable price, well, that's fine. If you can't, that's fine, too. I only use mine a few times a year. Note that many of us here have them, and I expect many of us would be happy to read a small number of negatives.
The important thing is to give enough exposure to get good separation in the darker areas of the scene while developing long enough to get good tonality in the middle and brighter areas. Especially with TMX and TMY, you don't want to give too little exposure or too much development. They don't have much toe, so there's little cushion on the low end, and they can reach very high densities.
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