I have three that seem to work well in my coach and car.
Two are "Flux Gate" they do need occasional calibration (Push proper buttons and drive in a circle) but they work well.
I also use a couple apps on my cell phone.. one is Compass (Free) and the other is TORQUE (pro) one of the widgets is a GPS compass.. Dead accurate plus/minus so little you'd never notice it. When I have my primary "Glass Dash" up the phone, tied to my OBD-II adapter shows RPM, Compass.. Coolant,, Voltage,, Engine load, Timing advance and manifold pressure/vacuum. Other pages show other things if I wish (one way to calibrate speedo is use GPS speed, OBD speed and Speedo Speed) Rather handy app. But you need the hardware.
Most any GPS. even the cheapest Garmin E-Trex. Will do compass.