Brush up on your map reading skills... invest in a GPS... once you orient the map/screen, find your position (really, easier on roads than trails), decide wether you need to go forward and left or forward and right, and take off. I've used that more than once when I was caught without a map, but knew (in general) which direction my destination was "Chicago to home, South and West, just keep moving South and West till I reach familiar territory", I know it's kind of simplistic, but it works for me... good ol' dead reckoning.

Troy