Nathanial4,
What kind of use do you intend the compass for? Some compasses are fast, some are extremely accurate, some are light weight, some float, and some are better at working with maps.
My military lensatic is pretty fast and accurate, but it is also pretty heavy and bulky -- not the kind of thing you usually want in your shirt pocket. It is good for cold weather, since there is no fluid for a bubble to develop in, and operates easily with gloves or mitts.
I carry other compasses when my use of a certain feature is an advantage. When I am going light on a trail, I use a teeny little compass with a mirror (all the better to shave with). For off-trail navigation, I use my lensatic. For mapping, I use a Suunto optical or a Brunton M2 (which is basically a polycarbonate Pocket Transit). They are both extremely accurate. I have used Silva Rangers too, and regard them as a great off-trail navigation compass.
The only thing I don't like about mirror compasses (except the Brunton Eclipse) is that they are very hard to make a good measurement with. You have to be very, very practiced with one to get the needle lined up well enough for a 2 degree reading. The eclipse uses circles, which are way easier to center than a needle is to allign in a mirror.
A military lensatic is easy to read to ~1 degree, and the Suunto can be read to 1/4 degree without much trouble. Both of these can be read in a few seconds. It takes me almost a minute to take a good shot with a mirror compass.
Scott