And for that matter, what kind of magic is involved with that clock? Shouldn't everyone have it?
Building on Zayn's excellent answer, I think we can infer that even Molly doesn't really know exactly how the clock works or where to get one like it.
“It's been like that for a while now ever since You-Know-Who came back into the open. I suppose everybody's in mortal danger now… I don't think it can be just our family… but I don't know anyone else who's got a clock like this, so I can't check.”
— Molly Weasley (Half Blood Prince, Chapter 5: An Excess of Phlegm)
Molly doesn't know anyone else with a clock like theirs, and she can't check — which makes it sound like she doesn't even know a shop or specialist (e.g., in Diagon Alley) that she could visit or write to to inquire. Remember, Arthur is pretty well-connected at the ministry, especially in muggle artifacts — which is very related to an enchanted clock — and they don't know who to ask.
So Molly doesn't know the clock to be unique (since she holds out hope that there could be someone she could ask), but it's rare enough that a reasonably well-connected family doesn't know where to find information about one.
So, the answer to “Shouldn't everyone have one?” is: Even if they should, they'd have to get their hands on one, which isn't easy at all.
My personal head-canon is that it's a family heirloom that's been passed down through generations to Molly or Arthur. To me, this fits the theme of the Weasleys — holding onto odd old things and passing them down, not wasting them. They are pure blood wizards, so even though Molly and Arthur aren't wealthy they may have a few weird old artifacts like this that they could never afford themselves.
As far as we're aware, theirs is the only clock in the whole fictional universe that does what their clock does, tracking the location of family members. We don't know what magical spells were put on the clock (or the people involved) in order to make it do the things that it does, although it's possibly some form of the Trace or a trace charm.
Note that Dumbledore is impressed by it, suggesting that it's not a common item found in Wizarding homes. That may mean that it's a custom item made for the Weasley family or even something that Molly or Arthur (both powerful magic-users in their own right) designed or constructed themselves.
‘That will be a job for Fawkes when he has finished keeping a lookout for anybody approaching,’ said Dumbledore. ‘But she may already know … that excellent clock of hers …’
Harry knew Dumbledore was referring to the clock that told, not the time, but the whereabouts and conditions of the various Weasley family members, and with a pang he thought that Mr Weasley’s hand must, even now, be pointing at mortal peril. But it was very late. Mrs Weasley was probably asleep, not watching the clock.
Harry Potter and the Order of the Phoenix
At the very least, Molly Weasley doesn't know anyone else with one like it.
"It's been like that for a while now ever since You-Know-Who came back into the open. I suppose everybody's in mortal danger now... I don't think it can be just our family... but I don't know anyone else who's got a clock like this, so I can't check."
--Molly Weasley (Half Blood Prince, Chapter 5: An Excess of Phlegm)
If it were known to be a unique object, Mrs Weasley wouldn't have made that comment. She would have ruled out that possibility altogether, rather than suggest that other clocks might exist to people she doesn't know.
Shouldn't everyone have it?
That depends on whether you would agree that everyone should enable personal location tracking on their phones and have that information shared with all of their family members, all the time. Perhaps many families are not comfortable with that level of privacy invasion. Some might be.