I've started using a thumb compass because I want to be reminded to thumb the map. I used to fall for the trap of stuffing the map away and then staring at it helplessly after getting lost.

It works well. Nice and simple, keeps my mind on where I'm going and stops me following the leader. Still need more practice though.

(you still need to carry a traditional compass in case you need to take a bearing though, most thumb compasses are unmarked)