Try the Murata gyros that are used in the SF autopilot project. They are pretty good, but you'll need an accelerometer to remove the bias and drift of the gyro (kalman filters etc.). The autopilot project is pretty much dead, but the software in there does work to some extent and at least one person got it sucessfully to hover a helicopter between predetermined spots. The source code is self-explanatory and should save you tons of time.

P.