Even knowing the very basic use of a compass can be very handy. You need 3 things: compass, pencil, paper (I carry a small notepad of waterproof paper).

Say you're going a bit off the trail to relieve yourself, or you hear a stream and go look for a water source, or whatever scenario you can think of. Before you leave the trail, take a bearing on your compass and write it down (say for example you're going to walk off the trail in a direction of 87 degrees). Now, count how many paces you go in that direction, and write it down. If you need to change direction, write down the new bearing, and write down the next count of paces. This way, you won't get lost because you have a record of exactly what you traveled. All you need to do is go in reverse, using what is called a back bearing, and follow your steps back out. Since a circle has 360 degrees, in order to find a back bearing, you need to adjust your bearing by half of that, which is 180 degrees. If your bearing is less than 180, then add the 180; if it's more than 180, then subtract 180. If it is 180, then either way will bring you back to 360 (or 0 if you prefer). So in the 87 degree example, you would add 180 and get a back bearing of 267 degrees. In your notes, also mark any landmarks you come across, like a huge anthill, or uprooted tree. That way you can remember them on your way back and it will boost confidence that you're okay. Also has the effect of a double check of your route.

It may seem simple, but it's easy to forget that things look different when going in the opposite direction. A straight in and out venture off trail may be easy, but if you have to take 5 or 15 changes of direction, you need that list to make sure you know your way back out. Sometimes it's hard to make yourself do the simple things, but think of those who got lost by going off trail. It can happen.

Granted, the more you know how to use a compass, the better, and with a map it's very effective.