There's no immediate answer that i can think of. 3.06 introduced I2C support for the new integrated motor encoders for the 269 and 393 motors.
But it did not make I2C accessible for other sensor types -- this is tentatively planned for availability this summer.
If you can find a compass with a serial / UART interface then you've got a possible answer. Existing ROBOTC allows you to do whatever you want in terms of sending and receiving characters over the two UART links.
There are examples in ROBOTC for parsing the serial output stream from a GPS device. I can't recall whether this includes compass heading.
If so, get a GPS module with serial stream (see www.sparkfun.com
) and "you're done". Otherwise look for a compass that outputs a serial stream.