I seldom do turn-by-turn directions. I keep my paper map handy, either in a cue clip or a pocket. I also keep a ziplock bag handy in case of rain. I try to memorize the next three landmarks. I think it's a great mental exercise, and it's becoming a lost art. And look for cyclists to follow. I've cycled through Gary, Chicago, Milwaukee and Green Bay that way.
And don't worry too much about getting lost. Some excellent adventures and new friends happen that way.