Electronic Compass or other Correct Heading Measurements

Have other teams used an electronic compass in years past to find their heading?
Which one did you use? Where did you get it? How much did it cost?
Did you run into any problems using them?

Our team is looking at a navigation/user control system that would require a correct heading throughout the match. We have looked at wheel odometry, and integrating the gyro signal. The gyro I feel from previous experience is too variable in the drift to make it effective for maintaining a correct or close to correct heading throughout the match. We have not had the time yet to test out wheel odometry to determine whether or not this would be the best idea to use. A suggestion was to use a filter between the odometry and gyro.