I have the gpsmap60 from Garmin and it works great, it was 299 so it might be a bit higher in price then you were looking for. It will run for around 12 to 14 hours on 2 AA batteries depending on how much you use the backlight. I live in Oregon and we have a few trees here. If your are totally under thick cannopy then the signal is all but lost but even then there are usually enough breaks in the cannopy to allow a lock and a general idea of where you are( general being within 80 feet or so). These things run in the ghz range so basically anything solid will reflect the signal, leafy trees are worse than needled trees. The 60 series can accept amplified external antennas, which run around 50 dollars or so on up to a couple hundred depending on how serious you are about recieving the signal.
When you are looking you need to think about how you want to carry the thing too, the etreks, Magellins, and the Lowrances use a patch antenna. This reguires you to hold them as if they were lying on a table top, they HAVE to be flat to get a good signal. The gpsmap 60, Rhino, and gpsmap76 series from garmin use a quad Helical antenna setup, this one you have to hold upright like a cell phone when you are speaking on it. they both have advantages but I think it is easier to see the screen when it is held upright, you don't get the glare that you do when it is flat.
As far as locking on indoors, mine will here, but only in certain locations, the satellites only put out 500 milliwatts, about what a cell phone does. It is not blocked by the millitary anywhere right now, and with the WAAS enabled units you can get within three feet or so. In a city the multipath can get pretty bad with the signal bouncing off all the buildings, all those same signals arriving a few milliseconds apart confuses the reciever. Oh, that's the other thing, the government CANNOT track you by your gps RECIEVER, it is, afterall, only a reciever, it NEVER transmits anything, unless you get the optional serial cable, hook it to a ham radio or a laptop, and have THAT piece of equipment transmit your position. Or get a RINO with the FRS radio built in.
The gpsmap is the one I have the most experience with, as far as addon stuff it is extremely flexible. With it's io port and built in software you can recieve depth and temp signals from a depth finder and display them on the gps, or send the location signal from the gps to an auto pilot in a boat for navigation. Basically any equipment designed around the NEMA standard or several others can be interfaced with the unit.
There is a lot more but that should get you started. Oh, Geocaching is a fun game for learning to use your gps, a scavanger hunt that is world wide, you pick which you want to hunt.
http://www.geocaching.com/
