Cyclemeter offers very versatile voice prompts. I set it up to notify me of my current direction (because I have no natural sense of direction unless the sun is out or there's some other navigational aid), current speed, average speed, time ridden, etc. I didn't use any fitness monitors so I didn't use those voice prompts, but they should be available.

Cyclemeter can be set to speak this info in pretty much any order you choose, and at your choice of time intervals, distances intervals or both.

Regarding the compass direction, as with other info, it's not quite real time -- usually lags a second or two behind. On a few occasions Cyclemeter would tell me I was heading south when I'd just turned east or west. But it caught up again a moment later. That's typical of GPS -- it's not quite real time, usually a second or longer behind.