For Ranger School, you are required to bring one compass. I'd recommend you bring two. I brought two, because I'd heard horror stories of people that lost their compass while on land nav and got dropped.
For Sapper Leader Course, you are required to bring two compasses.
Try to get this from your unit because these aren't cheap. If you do have to buy yourself a compass ensure you get a tritium lensatic compass, and not a cheap one that just has phosphorescent strips in it. You have to "charge" those with your white light and that will only slow you down on land nav and patrols.
This Military Tritium Lensatic Compass is built to the demanding specifications of U.S. Fighting Forces. Battle tested, this compass is shock, water and sand proof, and functional from -50ºF to +150ºF. Seven Tritium Micro Lights allow for navigation in low-light conditions. It is equipped with a magnifying lens, sighting wire, and dial graduations in both degrees and mils to ensure accurate readings. Copper induction dampening system slows the rotation of the magnet without the use of liquids. Built to last with an aluminum frame and waterproof housing. The Compass is depended on by U.S. Fighting Forces all over the world. All Lensatic Compass models come with a carrying pouch, and belt clip.