Compasses

Pololu Mini IMU-9
Price: $16
Interface: I2C
Description: Low cost 9 DOF IMU with magnetomer, gyro and accelerometere. Reported to suffer from some temperature related drift.
https://www.pololu.com/product/2738

Daventech CMPS11
Price: £24
Interface: I2C and serial
Description: Low cost tilt compensated compass with onboard magnetometer and accelerometer. Reported to be lower accuracy and higher power consumption than the HMC6343 but much lower price.
http://www.robot-electronics.co.uk/products/sensors/compass-sensors/cmps12-tilt-compensated-magnetic-compass.html

Sparkfun razor IMU
Price: $35/£50
Interface: USB and Serial
Description: 9 DOF IMU with magnetometer, gyro and accelerometer. Arduino compatible ARM M0 microcontroller and open source software on board.
https://www.sparkfun.com/products/14001
https://coolcomponents.co.uk/products/9dof-razor-imu-m0

Honeywell HMC6343
Price: $150/£127
Interface: I2C
Description: Tilt compensated compass. Gives roll, pitch and yaw outputs. Uses on-board accelerometer, no gyro.
https://www.sparkfun.com/products/12916
https://coolcomponents.co.uk/products/hmc6343-breakout

Xsens MTi3 TK
Price: €399
Interface: I2C, SPI, UART RS232, USB interfaces
Description: High quality IMU/AHRS
https://shop.xsens.com/shop/mti-1-series/mti-1-series-dk/mti-3-dk