Gershon
as phat said - no one follows the bearing exactly do to obstacles, however if you vary from your course with a compass, you have to correct for it, whereas the line on the GPS screen and the data displayed simply updates its self. With a compass you NEED to know the bearing to the location, a GPS knows the exact location.

A method. I set a waypoint before I leave my truck after putting in fresh batteries. While hiking I leave the GPS turned on and in my pocket where it can get a signal. (I hike in mountains above tree line mostly). If I stop for a while I can shut it off to save the batteries. If I hike and forget to turn it on, it still shows the part of the trail where it was turned on. I can piece together section of recorded data. The only time the GPS is on is traveling. I have a spare set of batteries that I call my "gettin out batteries" that are only used to follow a track back.

In the terrain I camp in - mountains 7,000 to 10,000 feet, and big peaks, I do not need a map or compass, I may have a photo from Google Earth, BUT trying to return to my truck I have walked down a parralel canyon and had to go over a rige to get to my truck. Why? Because I thought the shown straight line bearing did not follow the road and I thought (knew?) that my truck was on that road - it wasn't, it was 3/4 mile away over a ridge.

This is maybe a good example for you.
Jim