If you're looking for a good multi-purpose STUDIO comp (as opposed to a guitar comp), the dbx160 is good for a lot of different stuff. Its only one channel, but not too exspensive as far as studio comps go. On the other hand, a lot of people like both the black & white finger EHX comps in the studio also, but they may require some impedance matching depending on what you're trying to do with what equipment.
what do you want to use it for anyway? That alone will narrow down you choices.
I'd second both the FMR RNC and dbx160 (not the 166). In fact having both would be good, since the Rnc would do very well for more transparent compression where you want level control without really hearing it work, and the 160 is more about artifacts and attitude (great on drums, and should work well on bass too).
PS: One comp that can do bass, drums, and vocals real well is the 1176...but I figure it's out of budget.