Actually, Newmem mentioned that he was having problems with both his heading indicator (otherwise known as the Directional Gyro) and his VOR.
If fact the subject of this thread is "Heading Indicator."
I agree with Jeff_Davis troubleshooting methods for the VOR CDI.
An avionics tech MAY be able to help with the DG problem, as well. If not, see an A&P for the DG problem.
