Some people say "heading hold gyros are like cheating" but this is usually the result of machismo and lack of understanding. A heading hold gyro not only make hovering easier, it will teach you to use the rudder deliberately to change the orientation of the helicopter.
With a yaw rate gyro, the tail will naturally swing behind the helicopter in the direction of motion. This will develop sloppy rudder technique which is difficult to correct later. Note that the top pilots in the world, such as Curtis Youngblood, Alan Szabo, etc all use heading hold gyros, not yaw rate gyros.