You do need the right terrain and vegetation. I usually do it in certain parts of the desert, where local bushes grow above eye level, but there is reasonable room to walk between them. A landscpae dotted with occasional trees would also work fine. You need enough brush cover to obscure your original starting point.

In principle, it can also be done on a perfectly flat field. Just place a quarter on the grass where you start, and see how close you come to the coin when you get back to "Home". It's just a matter of having no visible ladmarks near the startign point that will allow you to (subsconsciously) cheat :-)

cheers,
pete2