If I know the time of day and the sun is visible but is not high overhead, it's pretty easy to determine East or West and rough out your other directions. You can also use an analog watch as a compass:

Originally Posted By: http://www.onebag.com/popups/wcompass.html
In the northern hemisphere, hold the watch horizontal and point the hour hand in the direction of the sun. Bisect the angle between the hour hand and the twelve o'clock mark to get the north-south line. North will be the direction further from the sun.


As with any map and compass exercise, once I'm oriented and I can orient the map I will try to associate terrain features with the map to make sure that I'm seeing what I think I'm seeing.