@Chagrin, @michinyon Thanks for information, didn't suspect things are blurry like that 
Still, I guess there is even no real need for calibration, as drift is easily obtainable by subtracting known orientation of previous/next encoder steps. And, depending on price, I guess it's worth a try
So, the question remains - Is there anything that is higher resolution in real life, than L3DG20/L3G4200D?
Edit: also, could it be reasonable to use more than one gyro, to increase precision?