Left, Right or Back ?  
Hate decisions ?
You need GPS.

A brief introduction to the subject



1) What does GPS stand for ? - Global Positioning System. Most people mean a GPS-receiver, when they use the term.
2) What does it do ? - It tells you your position anywhere on this planet, it plots you a map that shows your movement, it shows you the direction and distance to a destination, it shows you the accurate time and lots of other stuff
3) Why do I need it ? - You need it because you sometimes lose direction and can't find someone to reliably tell you where you have to go.
4) What are the constraints ? - It needs to see the sky, it does not work under a metal or concrete roof. - It needs to be moving, in order to indicate a direction. - It relies on the GPS satellites, which puts you at the mercy of the USA with no guarantee whatsoever.
5) How accurate is the system ? - Expect to be mostly within 10m, but max 30m out. Be happy, read some history.
6) There is a variety of receivers on offer. Which one shall I buy ? - Start with a basic one until you get a feel for what you need. The Garmin GPS12 is best for allround use, the Garmin eTrex is slightly cheaper and OK for outdoor / leisure use. Another popular manufacturer of GPS receivers is Magellan. Whatever you buy, make sure it is a 12 channel receiver. Anything else will not satisfy.
7) What is the cost ? - Based on the GPS12: Initial purchase USD 120 to THB 19000 (anything is possible). No license or permit required. Moderate battery consumption.
8) Where can I get one ? - Cheapest in USA. Search the WWW with Google (GARMIN GPS12 $) to find a retailer. I personally can recommend TVNAV.COM for fast service and low prices.

Connecting a GARMIN receiver to external power and to a PC

What you need are adapter cables. You can get them where you get your GPS, but they are not cheap.
If your GPS is a Garmin and you decide to make your own cables, follow this link to the Purple Open Projects site.
Larry may just have what you need.

GPS Software for PC

GARMIN used to sell a sad DOS-based upload - download utility ("PCX5") to exchange data between GPS and PC. Now a Windows-thing is out, you might want to try it (and let me know).

To the OziExplorer Website I myself favour Des Newman's OziExplorer. Runs under Win32, can talk to a wide range of GPS receivers, features map calibration, moving map, waypoint / track / map management, depth sounder, plus, plus, ..
This is a rock-solid job from Down Under and you can download the shareware version rightaway.
Des and Lorraine Newman are building and using the software for their backcountry trips, and they make it better and better every day.