I am using an APM2.6 with the Ublox NEO-6M GPS Module V2 & Compass Module w/Antenna, both are aligned with each other perfectly.
The problem is, there is a 20-ish degree difference between the true APM direction and the indicated APM direction. I have performed calibration many times using auto declination and a manual declination of -2 degrees 4 minutes, given by the declination website.
I have provided a screen shot, the true APM is the one with the blue line and the indicated one in mission planner is the one with the black line. As you can see the GPS is quite far out as well but this is usually ok.