I have run through a ton of GPS units over the years. The most reliable device for guiding in canyons, mountains, and forested regions is the Garmin GPSmap 60CSx ($250). It can take a beating, and the advanced, but user-friendly, features allow you to do things like upload topo maps.
Whatever your model, make sure to sit down with the user manual before you head out. I've seen hikers crack the GPS unit out of its original while hiking. Spend time with it, understand its limitations, and remember that a GPS unit is for augmenting your map & compass skills. It's not a substitute for traditional navigation skills. GPS units can fail.
As a new GPS comes with a factory setting, two important programming features you will want to look at are listed below. They are generally found by going to "Main Menu," then clicking on "Setup," then clicking "Units." They are:
- Position Format: or whether you go with Lat/Long or UTM coordinates. I prefer UTM and many Search and Rescue agencies rely on this rather than Lat/Long.
- Map Datum: Find out what this is for your region of the country (or world if you travel internationally). I use NAD27 CONUS or NAD83 most of the time in the southwestern US. You can find the Datum info for your area by looking in the bottom left corner of a topo map or contact USGS.gov
The above two elements are a critical start to accurately using a GPS, but I'd also recommend taking an afternoon workshop at a local REI or outdoor store. The ICS book, The Basic Essentials Using GPS is an excellent primer on your new navigational gizmo.