If you have a Spectrum radio you need to make sure the switch is in heading hold and re-bind when you are done setting up. The recievers give fail safe signals to the servos (and gyro gain) when the reciever is booting and waiting to link up.

What happens a lot is the gyro will boot before the reciever and if the fail safe is set to normal (rate) mode then thats what the gyro will get during initialization.

Rebinding sets the fail safes and makes sure the gyro is getting heading hold as its fail safe, that way if the gyro boots first its initialized properly.

The other trick, especially with Deans Ultra connectors is to touch the connector to power up the system and let the gyro boot, then seat the connector all the way. That way you arent moving the heli around while the gyro is booting, trying to get the connector seating, moving the heli during gyro boot up will cause drift.