>>994500Pick up on clues.
As you're riding/hiking/whatever /out/ivity you're involved in ... Stop, take a look behind you, especially at intersections. Take a mental-picture of that trail you just came from. "This intersection, we go left to get to the truck."
See things like "that weird knot in the tree", "pretty flower patch", "stump that looks like a good place to shit", and obviously any signs/markers. Makes it easier to backtrack and reassure yourself you're on the right track.
Being on a sled/moto i've got an odometer I use fairly often. "Big intersection 14.4 miles", "meetup-spot 17.5 miles". Mentally that gives me some distance/range estimates as I ride. Maybe counting paces or getting more familiar with how fast you travel and keeping track of time could help in a non-motorized situation.
With a GPS, a lot of times I'll drop waypoints at those big intersections or landmarks. Tracking is always on, so i've got a breadcrumb trail to follow as well, but ... I've also wrecked hard enough to peel my GPS open like a banana.
So I carry a map/compass as well, usually in my fieldbook with some other docs/notepads/etc.
GPS is really handy to pull tracks off at the end of the day, stash 'em with my photos. That'll let me geotag photos from any camera of mine based on timestamps, or go back and pre-trip an area in google earth from old GPS tracks.