I was catching up with Ash the other day, and on the way back to the station I used the maps application on my phone to find my way. What I hadn’t realized up to that point was that the map automatically updated to show me my position (this is an old phone, mind you, not the one with GPS built in). So as I navigated, I took screen shots each time the map updated and the above is the merging of the screen shots. Blue circles are where the phone thinks I am; red dots show the route I actually took.
I’ve used this since to find my way around bits of London I don’t really know that well, and it’s worked nicely for me. The downside is that you need your phone out and on, which does mean a mugging can’t be far away.