If you want to study gases on a planet or in near-vacuum:
Mass spectrometer.
The main advantage of mass spectrometer (MS) is that it can register very tiny portions of gas/plasma. Also vacuum or near-vacuum is ideal for it - on Earth MS have vacuum pump to be functional.
Very many spacecraft had MS, often even two or more specialised mass spectrometers.
Examples:
Cassini had two
Ion and Neutral Mass Spectrometer (INMS)
Cassini Plasma Spectrometer (CAPS)
Juno have two
Jovian Auroral Distributions Experiment (JADE) for low-energy particles
Jupiter Energetic-particle Detector Instrument (JEDI) for hi-energy particles
MMS mission studuing Earth's magnetoshere have even more:
The Hot Plasma Suite measures plasma particle counts, directions, and
energies during reconnection. It consists of two instruments:
Fast Plasma Investigation (FPI), a set of four dual electron
spectrometers and four dual ion spectrometers. Hot Plasma Composition
Analyzer (HPCA), detects particle speed in order to determine its mass
and type. The Energetic Particles Detector Suite detects particles at
energies far exceeding those detected by the Hot Plasma Suite. It
consists of two instruments:
Fly's Eye Energetic Particle Sensor (FEEPS), a set of silicon solid
state detectors to measure electron energy. Between two FEEPS per
spacecraft, the individual detectors are arranged to provide 18
different view angles simultaneously; hence the term "fly's eye".
Energetic Ion Spectrometer (EIS), measures energy and total velocity
of detected ions in order to determine their mass. The EIS can detect
helium and oxygen ions at energies higher than that of the HPCA.
Several specialised mass spectrometers are better than one "jack-of-all-kinds" spectrometer. The partcles catched are very different - neutral atoms and molecules, heavy ions, light ions, electrons. They also can be slow and fast (even at relativistic speed).