I'm using a GWS PG-03 piezo gyro. It's a basic gyro and it's only $38 but it works quite well with the Blade I think. Good luck using heading lock with the Blade though, since it doesn't use a "traditional" pitch-control driven tail like a T-Rex or all the big helis, responsiveness I think is not as precise or quick as it would be with a pitch-control driven tail, which is why there's no reason to go over the top and get a heading lock gyro. Also before I did any subtrim and revo mixing my tail motor was always providing way too much thrust, making the heli spin right all the time. I had to dial in subtrim all the way to ~100 Left (125 is max) and tinker with the revo mixing to get it all worked out. But now it works fine.

As for your gyro, I can't help ya there except tell you what I did with my GWS gyro. To say the least, you're going to have to sit down with your radio and crank your subtrim one way or another and then adjust your revo mixing to get thngs just right. But it'll be worth it, trust me.