Some time ago I made GPS module with MMC3120 magnetometer. I wanted to have possibility to place the module far away from magnetic and electromagnetic disturbances generated by the drive system in multicopters. Short after the magnetometer became not available. Now I made another, bit more optimised module with choice of mounting 3 magnetometers: MMC3140, MAG3110 and HMC5883. All it works on I2C bus.
In last days I made comparison of the magnetometer parameters. I compared the data span, noise level, sensitivity to ambient temperature change.
Results of test you can find in article on my website: Comparison of magnetometers
If you are interested in comparisons, some time ago I made similar comparison of pressure sensors where was compared MPXH6115, BMP085 and HP03SA.