I realize that I am basing this purely on holywood's depiction of reality, but...
There was this movie called "Flight of the Pheonix" or something, and there was a scene in which one of the stranded passengers simply wanted to walk out of the Gobi desert to get help. He was advised against this for various reasons, but the one that I thought would be appropriate was the "slightly shorter/stronger leg" theory (as I choose to call it). The basic point of the admonishment was that, even if the strandee attempted a perfectly straight path out of the desert by line-of-sight, he would likely veer slightly in one direction, and over the course of his journey only manage to travel in a huge deadly circular path.
I must admit, I have never attempted this experiment myself, but I think it does bring up an interesting point. We rely on our (usually electronic these days) instrumentation to guide us in so-called straight line paths. But, if we are to assume that these guidence systems are actually subversively guiding us in circles, then we must rely on our own phisiological sence of direction, which presumably can get us into trouble even on such a small scale as the Gobi desert, much more on the scale of the entire Earth.