Features to look for when buying a baseplate compass: (a) a transparent base, (b) markings along the edge to use for measuring distance on your map, (c) a rotating housing ring, and (d) a lanyard to wrap around your wrist (or, at least, a hole where you can thread your own lanyard).
Locally, REI has a good selection of baseplate compasses.
Online, "The Compass Store" has a huge assortment of baseplate compasses and thumb compasses ranging from $9.95 to $100+. (There's no need to buy a $100 competition thumb compass if you're new to orienteering. A simple $10 baseplate compass is adequate; and, some elite orienteers still use baseplate compasses.)
Silva Starter 1-2-3 Baseplate Compass ($10)
Suunto Arrow 5 Thumb Compass ($45)