Like everyone before has said a compass and a map. Most importantly, learn some simple navigation skills (which way is north, where was the sun when I came in, did I go uphill or down, etc). Just as with a calculator, a GPS is a fantastic item, but you need to have some idea of what's correct. When you enter 4 times 20 in the calculator, you should get 80, not 3.14159. If your GPS heads you toward the setting sun when the morning sun was at your back when you left camp, you're in big, big trouble. If you get what Daniel Boone called "a mite bwildered", sit down, relax and try to think your way our. If all else fails, stay put and wait for help.