9 years ago.

You need a suitable algorithm to merge the 9 degrees of measurement into Euler angles - something like https://developer.mbed.org/users/aberk/code/IMUfilter/ which uses Sebastian Madgwick's algorithm. I've had it working well (other than me getting a roll angle of +/-180 because I'd turned the IMU upside down) at a 50 Hz refresh rate.

A few things to consider:

1. You do need to calibrate the magnetometer - just min/max rather than ellipsoid calibration seems to work well enough 2. Unless you like waiting hours for a decent fix, it's worth setting the beta variable (if you're using Madgwick) to a high number to start with (I've used 3.0f) to trust the magnetometer data to start with and thus get a quick fix, and then turning it right down to increase the sensitivity thereafter (I've used 0.15 IIRC) 3. The yaw angle is measured relative to magnetic north. If, like me, you're interested in the difference between direction of travel and heading angle, don't forget to deal with declination.