I have never used them before but I'm planning to use them and I was reading a lot on them
From what I understood,
It depends on your application
there are 2(dual)-axis and 3-axis compasses and it depends on your application
If you are going to use it on a flat terrain then 2-axis will be good
If you may use them on rugged terrains (sand, grass, eg.), a 2-axis compass might give you inaccurate data because of the tilts and in this case you might need a 3-axis compass