I love gobys myself. As far as diversity in size, shape, and bahavior, there is no group of fishes quite like the gobies.
I like to break down the gobies into 3 major groups by behavior. First, you have the sand-sifters. They tend to be the largest of the gobies. They spend all free time doing what you like to see, gulping sand and sifting food from it. Second, you have the shrimp gobies. They tend to be in the middle as far as size is concerned, from 1 to 3 inches long, and like to live with a shrimp in a burrow. Some get along fine with other gobies, some don't. Most find a spot to hang out in, and will stay put for the most part, only darting out to snap up some food. Last, you have what I call the 'little' gobies, and they are normally only an inch long fully grown. Neon cleaner gobies, the red head, catalina and many other fall into this other group. Most like to perch on rock and snap up very small food they find. They are always busy moving all over the tank perching and eating.
I have right now a yellow watchman (shrimp goby) in a nano and a red-head in pico tank. Neither are sand sifters, but both are wonderful fish, and very hardy. Unfortunately, sand sifters are the least hardy of the gobies, many simply refuse to eat food you put into the tank and will only sift sand for food. I have tried and failed to keep these over the years.
I would strongly recommend any of the 'small' gobies, and many do well in groups. Catalina gobies are wonderful, but you must make sure that you are getting captive bred fish as wild fish live in very cool water (less than 60-70 degrees) and will die in most tanks because of the high temp. Most of the 'shrimp' gobies are hardy and none require a shimp to be happy in your tank. I would only purchase a sand sifter type goby if I were to witness it eating food placed into the tank.
More goby-like fishes you may find interesting are the firefish and tile tfish. Both are closely related to the gobies but are open water swimmers and never perch. As far as hardiness, they fall somewhere between the sand-sifters and the smaller species. I have not had very good luck with either, but I have seen many who keep them with very few issues.
Whatever goby you get, you must make sure that the other fish in the tank will not be too aggressive with them. More often than not, gobies are lost due to agression from other tankmakes, or being outright eaten by them.
P.S., a long-nose hawk CAN fit a neon cleaner goby into it's tiny looking mouth.
