Correcting a Rate Gyro Issues?

Hi all,
    I've recently included a gyro on my robot to enable me to determine
direction, as working out from wheel measurements got way off very
quickly. It's make a really good improvement, however it still ends up
in the order of 30/40deg's out after about 10mins of running
about...can get wore depending on how much turning the robot does in
that time.

I've had a look on the net for solutions to this, and I found a good
one on the Seattle robotics page, where a digital compass is used.

I'd ideally like to use some other kind of sensor which would be
affected by factor's external to the bot if possible (i.e. earths
magnetic field) as I want to mount it inside the bot where there are
all sorts of electro-magnetic transmissions - RF/motors etc.

Would an accelerometer help? Any one tried this?

Thanks and Regards

Mark