To add a bit more detail:
The drift is on the order of 100 kHz or so every few minutes and in one
direction. That's a rough estimate; I haven't actually measured it.
I should also mention that I'm using the 10 MHz reference provided by my
counter (an HP 5350B) as the external reference to the HP 8566B. I don't
think that will have much of an effect, but I figured it could only
help.
Matt