Do you have a strong opinion as to which north to set the GPS to?

Some units give a choice of grid north, magnetic north and true north. And some people recommend you set it to magnetic north so it matches your compass. However, I am currently persuaded it is better to use grid north. Then the GPS and map are in perfect sync. If you care about magnetic declination (or whatever you guys call it), you will be used to correcting it for the map so you can correct it for the GPS as well.

I am writing from the UK, where the Ordnance Survey grid is well-established. Just about all the larger walkers maps are derived from OS maps and have the OS grid, and are very easy to use with GPS. I believe most road maps are the same, although it is worth checking before buying a UK road atlas.