I expect, like me, you thought you knew what heading hold gyros were all
about? If you haven't been around model helicopter enthusiasts lately,
you have no idea! Try googling 'heading hold gyro'.
It turns out, that radio control modelers stick a heading hold gyro on
their model helicopter and hook it to a fast servo that modulates the
tail rotor pitch. The device takes over when a rotate ("pirouette')
command stops, and stops the tail dead on that heading - fast, and holds
it against wind-drift and weather cock effects.
The HH gyro runs $40 to $150 and a fast (digital) servo might add
another $40 on it.

Think of the possibilities for a heading stabilize function in a homebuilt!
A HH gyro driving a big servo, controlling a servo tab on the rudder.
Something similar could be arranged for pitch hold (a sort of super
cheap altitude hold/augment?)

Brian W