SInce the sending unit is usually easier to access than the back of the gauge, I would start like Thor said. With key on, jump the terminal of sender to ground. If gauge reads full hot, sender is bad .
If no reading in above test, crawl under dash with voltmeter and jumper wire. With key on, verify good power and ground at the gauge. If OK, jumper the "S" (sender) terminal of gauge to ground. If gauges reads max, wire from gauge to sender is "open". If guage still doesn't read, double check power and ground and if they really are OK, gauge is bad.
Problems in order of likelyhood(in my opinion):
1. Bad connection(ground, power or sender wire)
2. Bad sender
3. Open in wiring to sending unit on engine
4. Bad gauge
If you need a new sending unit, it needs to match the temp range of the gauge. Try to get one that is the same brand as the gauge itself.