A lesson in fog

We had some THICK fog for a bit today at SC. I think it is pretty cool to be in, but that is in good/not lost conditions. bushy gave me a heading out of the harbor to follow to him. Found him no problem. It was nice relying on my FF GPS to navigate and get in some practice. I had two others following me to get to our destination in the fog later when it rolled in. I kept hearing "are you sure?". We got to where we were headed.  I do not have a compass on board and you all have convinced me. What do you recommend?

http://www.rei.com/product/408150/suunto-m-3d-leader-compass,-luminous?preferredSku=4081500029&cm_mmc=cse_PLA-_-pla-_-product-_-4081500029&mr:referralID=282c643d-139a-11e3-bae4-001b2166c2c0

That is one of the compasses I carry and the first one I go to.