I'm constantly tracking the sun when I travel without really thinking about it, even in a car, at least as a general check. Same with terrain features such as rivers and ridges. I once missed a turn while crossing the Navajo Reservation, and knew it right away because the sun was right in front of me and Ship Rock was not.

A little astronomy is helpful to know. On a summer solstice tour in northern Montana, I had a hard time explaining to a companion that the sun was not actually setting due east, but rather north of that. I convinced him to trust the compass, but I then I had to explain the severe declination (16 degrees where we were).