get one that is liquid filled and has a declination setting on it. the declination is how far magnetic north is from true north, and a compass with a declination setting on it has an adjustible little arrow on it that you can set so that you can line the needle up with the arrow and then "N" points to true north. Sounds silly (you could just remember what the declination is ) but in my experience people forget when they are tired, cold, etc.

Silva and suunnto make good ones I have a collection of silvas, but really a "branded" compass doesn't matter.

Just don't use the cheap little plastic ones.