I actually have one of the combination thief/test jars, and it doesn't really work for 1 gallon batches. Since the 1 gallon jug is so shallow, you can't really get enough in the tube to float your hydrometer, which defeats the whole purpose.
Whenever I do a one gallon batch, I just sanitize my test equipment thoroughly, then pour the sample back in after taking my reading. Losing 1 gallon to contamination isn't the end of the world, but if you're strict with your sanitizing steps, shouldn't really be an issue. However, I definitely don't do this on larger batches, because at that point risking the investment isn't worth it to me.