I use a Garmin GPSMap 60CSx. It has a compass and a barometric altimiter in it. Cheaper options that I would use would be the Garmin eTrex series. You can make some great decisions with some of these when you load the topographic maps onto them as well. I bought my stuff from amazon.com they had good prices.
Looked on Amazon and it looks like the Garmin Dakota would be awesome for wheeling as it is waterproof, not that we would need that