I've seen alot of complaining about a lack of map/compass.
I have become very used to not having these and have developed a few tools to help myself get around. I will list these, and if other people have methods which I have missed, which they use to navigate, please post them aswell.

1. You can find due north by looking at the sky, an tracking the cloud's motion for a second.

2. In the area around you home, you can familiarize yourself with landmarks which will be visible at a distance.

3. Coordinates + Geometry.
You can figure what direction your facing by taking a step and calculating the ratio of the change in the second position to the change in the first position;
delta-y/delta-x is the slope of the line which youre following.

if your initial position was (x0,y0) and your position after a step is (x1,y1) then you are moving along the line y=[(y1-y0)/(x1-x0)](x-x0)+y0. If you increase your x coordinate X units along this line, your y coordinate will change [(y1-y0)/(x1-x0)]X units.

If you increase your y coordinate Y units, your x coordinate will change [(x1-x0)/(y1-y0)]Y units.