1) Make sure that whatever you buy can display position data in the same format that your map uses.
In the UK that would be BNG. (Ordinance Survey British National Grid)
In the USA it would probably be UTM. (Universal Transverse Mercantor)

2) Make sure that you know how to read the display properly.

3) Remember that they don't work under trees.

4) Remember that they use batteries and batteries FAIL.

5) Learning how to use it is a GOOD IDEA. Trying to learn how to use it when you need it is a VERY BAD IDEA.

6) Keep It Simple Stupid (KISS). Always a good idea. The more complicated they are, the more difficult they are to operate. All you need is a position display. Anything else is a bonus. If your dropped into Darkness and Chaos and it's raining a storm....

7) Always check it against a known map datum. It might have gone kaput or the US Mil might be playing games with the data.

8) Take a waterproof notepad and a pencil. Write that POSITION and the TIME down. If it fails, thats your last known position.

9) Drop it at home and it will still work. Drop it in the field and it will BREAK.