A gyro dampens tail movement. Any time power to the main rotor changes the torque changes, this requires input to keep the tail still, same if your flying sideways or the wind is blowing and the fuselage wants to weather vane. Most everyone flies with a gyro these days and mostly with what we now call heading hold or tail lock.
There's a few popular choices but the best all around deal is the Futaba GY401 with a 9254 servo. It can be had from Ricks or Heliproz for around 180 with the servo. There's some cheaper and more expensive choices but its probably the best bang for the buck on the market.
Ricks
http://www.ronlund.com
Heliproz
http://www.heliproz.com
You won't see the price they charge on their web site cuz of supplier rules but give them a call or an email before you order Futaba or OS stuff to find out the real price.