First, you should plan your journey as a loop, rather than an out-and-back. Out-and-backs are simple, intuitive, and boring. Second, you should not plan any more than two-thirds of your journey, less if possible. One way to not plan at all is to make instinctive, independent and irrational decisions at every intersection. If you are hopelessly inclined towards rationality, consider delegating decision-making to a friend or dog.
Now that you have wound and looped for about two-thirds of your total allotted adventure time, and have arrived in a less-traveled stretch of woods, uncharted territory of the mall, or an unfamiliar part of an unfamiliar city, and have only a vague notion of which direction gets you home, now would be a good time to take a break. Have a seat, stretch, and eat a snack. I hope you brought snacks. You'll need the energy; you're barely halfway there.
It is time to get lost. You have gone in a somewhat curved, loopy path thus far, so it stands to reason that the fastest way back is not back, but forwards.
Strike out in the direction you believe is towards your starting point. This will fail because 1) you have twisted and turned quite a bit, your sense of direction isn't great, and the moss on half the trees grows on the northwest rather than north, so you really have no idea which way the shortest path home is, and 2) even if you are blessed with the navigational prowess of Pacman and know exactly which direction to head, there will not be a path in that direction. Proceed, therefore, with great confidence. You will soon be truly lost.
You will soon be thinking such things as
I think I've passed that mannequin before
(you haven't),
that tree looks awfully familiar
(it doesn't), or
I'm pretty sure Elm St intersects with Gould Ave eventually
(it does, but you're actually on Helm St; the city department of roads is sitting on a stack of hundreds of requests to replace the "H", which fell off seven years ago, but the mayor has yet to approve the budget item, possibly because of her long held grudge against a certain resident of Helm St.). These are all good signs that you are lost. Now, idiotic transcendentalists might urge you to reflect. Thoreau, for example, said, "Not till we are lost, in other words not till we have lost the world, do we begin to find ourselves, and realize where we are and the infinite extent of our relations."
You, hopefully, have more important things to worry about than your infinite relations. It's getting dark, your stomach is beginning to rumble (or is that a growling bear?), and you can't be late to Aunt Sue's surprise party. Don't reflect, get home! You have time enough to reflect in your daily life. Why else would you so constantly attempt to distract yourself? Reflection is overrated and, in the infinite extent of your relations, most of them are probably bad. You've worked hard to get this lost, to create real sources of fear. This is a more meaningful problem than anything your boss has ever assigned you. Don't waste it.