I use a Silva compass, got a string tied around it, when getting ready to hunt it is the first thing I put on after my clothes. Always take a reading after parking the truck. Always use it, even when hunting land that you know.(good practice) If you have a compass, have taken a reading, then you are never lost!
I also have a Garmin GPS, I played with it the first year I had it. Pretty cool, don't hardly ever use it these days.