In reply to iusedtoclimb:
I use the OS maps app. I trace out a route on my laptop then download the route and the map onto my phone and away I go. It's brilliant and I use it frequently as you describe when out running somewhere that is unfamiliar to me, or if out in the dark as I was last night. The arrow that shows where I am on the map also doubles as a compass needle. It works surprisingly well in my experience. Sufficiently well, anyway, to tell me if the path I have chosen is the right one.
I am not sure though if you can do this unless you subscribe to OS maps, as I do, for about £20/year.