This feature is typically called energy monitoring. It’s just up to the individual device manufacturers whether they offer it or not on any given model. It’s quite popular for pocket sockets (plug in modules) and is also available on some in wall outlets, in wall micro relays which fit behind light switches, and a few light switches.
It’s important to distinguish between how often the values are logged in the device itself and how often the device reports those values to the hub.
You can run into problems if you configure these devices to report too often, as they can flood your home automation network with the energy monitoring messages and even cause some messages from other devices to be lost. But if you just want to review your energy usage from time to time and you pull the report even four times a day, it shouldn’t be an issue. but some of the devices do allow themselves to be configured to report every few seconds, and those can just hammer your network.
If you do want reporting more frequent than every 15 minutes or so, I would look for Wi-Fi devices rather than Z wave or zigbee. It’s just a matter of protecting the mesh networks from too much traffic.
Once you are getting the energy usage reports, there are many different ways of logging and reviewing the information. The following thread describes those (this is a clickable link):
As far as individual devices, again, it’s just a feature that you need to look for. The following are just some typical examples.
Inwall relay ( Fits behind a light switch)