I was playing with a $6.00 gyroscope, the most common one and the cheapest you can buy, and I was getting it up to about 2,000 rpm. Unfortunately, I can't get rid of the drag, especially since the wheel a bit off-perpendicular to the axle, and grease doesn't seem to help the 'bearings' (it doesn't have any). Here's a picture of a similar one:

Anyways, I was looking for a surplus navigational gyroscope or something of similar accuracy and power (powerful enought that I really have to fight to move it against its precession) for around $20.00.