spencer said:
ALWAYS trust your compass. Do not rely on your GPS. Just use it for fun, additional information.
Don't forget that your compass can be wrong too--local magnetic anomolies can give you an incorrect heading. It is also possible for the needle to become reverse magnetized which will give 180 deg errors.
I will beg to differ on the GPS--it can give you an absolute location at times when many other methods fail. But I wouldn't use it as my only method of navigation. In fact, I woud avoid using any single information source/instrument without cross-checking to other sources to do my navigation.
There are multiple sources of position and direction information: a compass, the sun, the moon, stars, a map, local terrain features, distant terrain features, an altimeter, vegetation, dead reckoning, route markings, electronic means (eg GPS, LORAN, radio direction finding), etc. Each of these sources has failure modes, can be ambguous, and/or can be misused/misinterpreted. An off-trail (or off-road) traveler should use as many as possible and be constantly cross-checking and integrating information from as many sources as possible.
Doug