I never go anywhere without a map available. In the car, that would be a street atlas or maybe a traditional folded local map. When hiking, a topo map of the area. Hiking also requires a compass, and usually I take my GPS too. I can't imagine venturing out anywhere without something so basic. Even when I hike in the foothills and can SEE the town from the trails.

Have I ever gotten lost (hiking)? No. That's probably because I study maps of where I'm going before striking out. And if the terrain is at all confusing, I verify my location on the map frequently while hiking. That is often unnecessary. I tend to hike in the mountains where there are major terrain features that hem me in to an area where I can easily approximate a location. But I still take the maps and know how to use them with compass and GPS. Always.

A map of the area where I will be hiking is always left at home with my planned route highlighted and occasionally with a written description of my plan (e.g., "Park car at XYZ trailhead. Procede up ABC drainage, branch off at ZZZ stream and climb the NE slope of QQQ mountain to the summit, backtracking same route on my return.") It's fairly unlikely that I won't have a good idea of my location at any given time, but my goal is for OTHERS to be able to deduce my likely location should I end up not checking in as expected (due to injury, etc.)