I was out with the dogs in local woods one afternoon, no map, compass, GPS.. Dogs took off after rabbit. I took off after dogs. 30 minutes later had NO IDEA where I was.
Was not worried about dying of exposure, but as I'm military was rather worried about dying of embarrasment. Fortunatly, followed setting sun west to road, then road to car (mind you, it was a two hour hike through every pricker bush in SE Ontario).
Bottom line - GPS, Map, Compass and yes, cell phone are a good idea.