I practice finding my position with map and compass when hiking. Then I compare that to my GPS to see how well I did. But I've never been lost hiking here in Colorado. You always know "about where you are" simply because of the mountains. You start off in the lower area of a drainage and start hiking upwards usually, and if you don't cross "that big ridge over there", you known you're still in the same drainage. Hike downhill and you're home free. Even if you cross that high ridge, you know you're now in the next drainage over. Of course this requires that you have some idea of the general area you are hiking in.

I would be more fearful hiking in the desert. You don't have the landscape markers (mountains) like we do in Colorado. What do you take a bearing on, to triangulate your position? If you can see a mountain, aren't they so far away as to be off your topo maps? I would be much more active in constantly determining my location in a desert. One, because it's harder to do, and two, because the terrain is much more hostile than here in the mountains. I'm pretty much always going to be able to find water and a sheltered area to sleep if the worst happens. Nothing is guaranteed of course, but all in all I'd rather be in the mountains than in the desert if I was stranded. Might get chilly at night, but firewood is abundant (unless you're above timberline - but just hike to a lower elevation if that's the case).