It is unfortunately a complicated question, on Windows pretty much all devices that offer normal DirectShow drivers should be working. And devices that can be used as a webcam as well. Linux and Mac are a different topic but I assume Windows is the most important for you. Some manufacturers unfortunately do not offer proper drivers (hauppauge especially), which makes their devices complicated to use with OBS to say the least.
In the end I would recommend to look for a card that suits your needs and then post here before buying it to get some feedback. You can also search the forum if someone already used the device and/or had problems with it.
If you really have to buy an external device, see if you can go for one of the newer USB3.0 devices. While not being my favorite most of these devices have less delay problems than most USB2.0 devices.
A few external devices that should work just fine with OBS:
Micomsoft X-Capture 1
Elgato HD 60
Avermedia Live Gamer Extreme