This video deminstrates how to use the sun and a couple of sticks to find your directions if you don't have a compass.
This method is quick and easy and gets you with in a couple of degrees of north.
Since this method works with the sun you need to have sun light to cast the shadow. A bright moon can do the same as long as it cast a shadow, but at night use the north Star.
How to Find South With A Watch
How to use a Compass - easy compass navigation
Compass & Map Basics