With a Google Search: US$4 for a single-axis gyro sensor. The size is 5x5x1.5mm. But miniature gyroscopes are very specific, and I suppose that large companies like Nokia would have better sources than a quick search on Google.
This isn't just me. Look at all the articles on the web. From the Digitimes article: To make their mobile devices appeal to more consumers, smartphones launched by Nokia, Samsung Electronics, Motorola, LG Electronics, Sony Ericsson and Apple, are all expected to come with MEMS gyroscopes in 2009, the sources said. And why does the PS3 controller have a gyroscope instead of accelerometer?
LOL!