I found the little compasses on zipper or key fobs useful.
Usually they have a small inaccurate thermometer with them. The point I like about them is they can be clipped to a zipper, a belt loop, or to the inside of a pack.

The button compasses that are just by themselves tended to get lost on me but that does not stop me from having a few scattered around.

I still keep an eye out for those small round button compasses that are attached to disposable products like cans of bug spray.
Usually they are really bad quality though sometimes they are a bit better than you would expect.
They are easily separated from the packaging before you dispose of the empty containers.

Sometimes it is better to have a poor compass than no compass at all.