I generally use the sun to navigate. You just need to be aware of seasonal variations (because the Earth wobbles on its axis), and that the sun is more or less overhead at midday (again, with variation based on the seasons). Once you learn to take those things into account and track its movement throughout the day, you can always have a rough idea of which direction you're going.
So if you know you hiked in more or less West, you know you need to hike out more or less East. Even tromping through trackless woods, this is often enough to find my way back pretty close to where I started.
It's also really helpful if you make a habit of taking note of where you are relative to large, distant things. Large, nearby terrain features (ridges and such) are also helpful. A couple of landmarks and an idea of an East-West axis, and you're doing pretty well.