I've heard good things about the Silva Metro. I wouldn't want to go off pavement with it, but it good for urban use. For that matter, any of the major brands (Brunton, Suunto, and Silva) should produce reliable leychain compasses. I have a Stansport knock-off of a Suunto clipper that I use when I travel (purchased after getting lost trying to return the rental car).
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Hope for the best and prepare for the worst.

The object in life is not to be on the side of the majority, but to escape finding oneself in the ranks of the insane