Do any GPS units have a built in compass so you can stand in one spot and point it in a certain direction and see what direction everything is? Or do you always have to be moving 3 MPH or whatever it is?

I currently have a Garmin GPS 12, it works ok for marking points and getting to points, but I would like to have one that you can load maps on rather than looking at a blank screen. mIne is useless in the woods, it can't tell me which direction Im walking because it never gets good enough signal. Im assuming the new ones are a little better than this right??