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the first thing you need to consider is your budget. These sensors can easily cost US$1800.
we've used devices from sparkfun and lord-microstrain. Both are 9 dof. Both have usb 2.0 interfaces.
additional features you can get: internal IMU data filtering, magnetometer (aka compass)
the IMU portion of sensor has worked well for our 3 and 4 wheeled robots. The internal data filtering works well.
the magnetometer is nearly useless for our use case. The output changes wildly due to the robot's drive motors, as well as high-power building equipment. Calibration did not compensate. If the drive motors are off, you can maybe determine which 90 degree quadrant the robot is pointing at.
I'm not aware of any IMU with integrated GPS