Yes, I also find split-image focusing screens in SLRs the easiest to focus with. I used them in my OM-1’s and they are available for a number of other brands (e.g., Nikon F).
For the Olympus Pen F/FT, however, split-image is not an option and focusing them can be hard, as Patrick Robert James noted above. There is a repair shop in Japan (Kanto Camera,
http://www.kantocamera.com/english/repair/olympus/index.html) that advertised replacing the standard Pen F/FT screen with a split-image screen, but it looks like they no longer do that. Replacing the semi-silvered mirror in an FT to get a brighter view finder is relatively easy if you are willing to loose the meter (I have done that myself), but getting the focusing screen out requires major disassembly, so I have not attempted changing the focusing screen.