Prime Suspect, I wasn't talking about the digital compass option in the GPS unit itself. I was talking about the GPS unit itself. I can see how my above post could have been confusing. Sorry!
I know that you get what you pay for with conventional compasses. Some are more sensitive than others and some have defective needles, etc... My guess with a GPS unit is that this would be a secondary feature, thus cheaper parts would be used for the compass itself and all the attention would be focused on the GPS portion. Remember, there is no way to test the quality of the compass in a GPS compared to a conventional compass! Also, there is a reason some conventional compasses cost in the hundred's of dollars.
If your compass is 3-D, I am assuming it has a gyroscopic component to it (involves readings from the earth's tilt). This is something I would be very wary off as you are ow introducing another variable into calculating your position, thus potentially increasing the error of your reading.
If you heading anywhere with dense canopy cover and is fairly far from a road or trail, please take a conventional compass with you (and know how to use it!). I work as a GIS/Cartography professional and I regular hear from people coming back from field work that they had gotten lost because their GPS stopped functioning (got wet, ran out of batteries, GPS unit itself got lost, etc...) Should've taken a real compass and a map with them as well...