but it's not necessary.  when i'm in an unfamilar place i'm noting the distance and direction and try to maintain my orientation to one direction.  in boston this can fall apart after about 4 ot 5 turns.  now that i think about it this strategy can be even harder on a grid because i get confused about which directions i've turned because the options are so similar.  but luckily in a place like new york it's easy enough to re-orient.