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.