Often I do not carry a GPS when climbing due to the significant weight penalty. However if it is a lower angle snow thing and the weather is touch and go I consider it. I use an older model, the Garmin 12xl. It has a superior built-in antenna to the newer eTrex things. I had a session with the Garmin rep about this and he said to make the eTrex light and small enough, a significant amount of shielding had to be removed. The 12xl is fairly heavy, but has been a proven workhorse over the years and isn't dumbed-down with silly graphics.
There's something nice about leaving it behind and having confidence with map and compass too.