Many of them work. Try to avoid the really cheap ones on ebay and the like as they use the DM9601 chip set which has a bad bug in the driver (that might have been fixed by now, I haven't bothered to check) and is only USB 1.1 giving you a maximum of 12Mb/s over the USB even though the chip supports 100Mb/s ethernet. They are advertised as "USB 2.0 compatible" which means they will work with USB 2.0 - just not at USB 2.0 speeds
I've used an AX88772 based adaptor with no problems. It was still quite cheap and a bit more flexible as it has a short USB lead rather than plugging in directly.
+1 (the DM9601 driver issue led to some of my first posts!)
FWIW, some brief notes/images of the devices I've tried out are here:
http://www.cpmspectrepi.webspace.virgin ... pters.html
Still running Raspbian Jessie on some older Pi's (an A, B1, B2, B+, P2B, 3xP0, P0W) but Stretch on my 2xP3A+, P3B+, P3B, B+, A+ and a B2. See: https://www.cpmspectrepi.uk/raspberry_pi/raspiidx.htm