As far as a compass is concerned, just make sure you know how to use it. After that, it is up to you what you get. I usually only take a very basic (and light) model out with me. BTW, there are a couple of major threads on compasses here...not very old either.

I personally think snow can wreak havoc on trying to navigate in the back country. I don't have one, but a GPS unit would be a handy item to have in the snow.