You want to make sure whatever GPS you get, you'll want to make sure it has the 3-axis compass and the ability to input 'next stage' coordinates for multi-caches.
We started with the iphone and bought a Megallan Explorist - hated it!! It didn't have the 3-axis compass and couldn't input coordinates for multis. We sold that and bought a Garmin Oregon. The Oregon has been pretty good for the 6 months we've had it, although the firmware (or something) seems glitchy at times. My husband is pretty tech savy and he's done whatever possible to try and remedy that. It's just weird sometimes.
The more expensive GPS units will have the 3 axis compass and next stage abilities. If you enjoy the hobby, don't settle for the cheapest. If you can afford it, put a little more money into it. Then - if you don't like the unit, you can re-sell it and get something else.
What is the 3 axis compass? Which explorist were you using?