This isn't the most precise way to orient yourself, but if you really cared about going in exactly the right direction, you'd have brought along a magnetic compass, right?
Take your watch and point the hour hand toward the sun. It works best if you don't point it directly at the sun, thereby slanting the face of the watch by several dozen degrees; instead, point it in the direction of the location on the surface of the Earth where the sun is directly overhead.
Now you're ready to figure out one of the cardinal directions. Look at the angle formed by the hour hand, the center of the watch and the number 12 (1 if it's Daylight Saving Time). If the time is between 6:00 and 12:00, we're talking about the angle that's more than 180° -- the angle should only contain hours between 12:00 and the current time.
- If you're above 23.5° north latitude, the bisector of this angle points south.
- If you're below 23.5° south latitude, the bisector of this angle points north.
- If you're in the Tropics, it depends on your exact latitude and the time of year. Curry favor with the deity of your choice in case you become lost forever and consequently starve to death.
If you have even a modicum of spatial sense, you should now be able to work out the rest of the directions. Journey forth, pilgrim.