I am using a gyroscope for my balancing bot. It is fairly easy to use having one output for Rateout. I'm using the 'Analog Devices' ADXRS300 Angular Rate Sensor. **broken link removed**
Its range is +- 300 degrees per second and responce is 5mv per degree per second.
The package is a 32 ball CSPBGA so unless you know how to SMD solder using paste, I would recommend the eval board for $50 that you can plug into a breadboard easily.
The Rateout gives a voltage from .25V up to 4.75V. For my project, I read this with the ADC and calculate it to give me a nice clean reading.
~Mike