Waterbizkit
Explorer
I'm fairly laid back about this sort of thing, to the point where it seems like [MENTION=45197]pming[/MENTION] might have an embolism. 
When the players/characters tell me they're "headed north" or something similar I ask myself two questions:
First, are there any extenuating circumstances that would prevent them from navigating normally? For example, perhaps they're underground, there could be poor weather, or maybe there's some magic obfuscating their ability to figure out what direction they're moving in, and so on. If there is I deal with that using ability checks of some form or another (usually survival or nature) like most people who've responded seem to do. However, if there's none of the aforementioned complications I move on to question two...
Is anything interesting actually going to happen if they get lost? If there answer is yes, then again, I'll have them make a few checks or something of the like and see what happens. If the answer to this question is no, then I'll just say "Okay, you head north." No roll required.
In essence, I need failure to provide something of interest to both the players and myself beyond the characters simply getting lost for a bit and perhaps running into a few random encounters. In my games I need trips from Point A to Point B to actually be an engaging experience to bother interrupting the flow of the game with rolls that ultimately mean nothing. If there are unknown ruins, enemy encampments, a time crunch, or if indeed the very point of moving around is to explore unknown regions of the map, then by all means I'll have the players actively engage in navigating. But if they just want to get from one known location to another by moving in a general direction they know will get them there... I'm not wasting anyone's time with die rolls that end up to amounting to, what I personally see as, essentially wasting time.
Of course... horses for courses and all that. Just because I'll the players in my games get around without rolling dice on occasion doesn't mean it's for everyone.

When the players/characters tell me they're "headed north" or something similar I ask myself two questions:
First, are there any extenuating circumstances that would prevent them from navigating normally? For example, perhaps they're underground, there could be poor weather, or maybe there's some magic obfuscating their ability to figure out what direction they're moving in, and so on. If there is I deal with that using ability checks of some form or another (usually survival or nature) like most people who've responded seem to do. However, if there's none of the aforementioned complications I move on to question two...
Is anything interesting actually going to happen if they get lost? If there answer is yes, then again, I'll have them make a few checks or something of the like and see what happens. If the answer to this question is no, then I'll just say "Okay, you head north." No roll required.
In essence, I need failure to provide something of interest to both the players and myself beyond the characters simply getting lost for a bit and perhaps running into a few random encounters. In my games I need trips from Point A to Point B to actually be an engaging experience to bother interrupting the flow of the game with rolls that ultimately mean nothing. If there are unknown ruins, enemy encampments, a time crunch, or if indeed the very point of moving around is to explore unknown regions of the map, then by all means I'll have the players actively engage in navigating. But if they just want to get from one known location to another by moving in a general direction they know will get them there... I'm not wasting anyone's time with die rolls that end up to amounting to, what I personally see as, essentially wasting time.
Of course... horses for courses and all that. Just because I'll the players in my games get around without rolling dice on occasion doesn't mean it's for everyone.