Handheld GPS units are great navigation tools, but they rely on batteries. To conserve battery life on my GPS, I always carry a compass as backup.
Most GPS units will give you a bearing for your destination. So, after I select my destination from my saved way points, I read the bearing and set my compass accordingly. From then on, I have the direction to follow and don’t have to keep the GPS unit on all the time, thereby saving the batteries.
Other advantages to this method are I'm not constantly looking down at the GPS unit's little LED arrow, and I have both hands free. I keep my compass tied to my pack strap. It takes a few seconds to see if I'm still on course.
Next time you head with your GPS, take along a compass and save your batteries for when you really need them.