I think anyone who ever rode the PATH and needed to make a transfer during the trip has gotten stuck in a loop. There are two places where it is really easy to get lost. One is Pavonia/Newport, since it is the transfer point for the Hoboken-33rd Street line as well as the Journal Square-33rd St line, plus the Hoboken-World Trade Center line. The other is Exchange Place, which is on the Hudson waterfront in Jersey City. It is confusing since it is a long station, and you have to cross a gap in the wall to make the transfer. If you don't notice the gap, you will be stuck in a loop either to Hoboken or the World Trade Center. No offence to Hoboken, but I got stuck in a loop there and I wanted to get the hell out of it.
The PATH is extremely convenient for commuters. At $1.50, it's a bargain, considering the other options. Even for New Yorkers, the PATH is useful if they want to utilize the 33rd St line down 6th Avenue. The trip to Harrison or Newark is pretty long. The scenery isn't much to look at, either. You'll see industrial areas, cargo yards, and swamplands. Try to grab a seat, and if you can't, lean against the wall. Close your eyes and it will go faster.
There are 4 lines, which are as follows:
During the night schedule, only the World Trade Center - Newark line operates, and another line takes the route Journal Square - Grove Street - Pavonia/Newport - Hoboken - Christopher Street - 9th Street - 14th Street - 23rd Street - 33rd Street.
The 23rd Street station is especially sweet for me, since my workplace is on 21st Street. 33rd Street station is also handy since it's at Penn Station/Madison Square Garden. Oh yeah, if you make frequent use of the PATH, spring for a QuickCard. It's handy, although not as durable as a MetroCard.
Update after the September 11, 2001 terrorist attacks:
Since one of the PATH Train terminuses is directly underneath the World Trade Center, all lines that use Exchange Place and the WTC have been affected. Currently, one month after the attacks, three (3) lines are in operation: Hoboken-33rd, Newark-Journal Square-33rd, and Journal Square-Hoboken. Exchange Place has no service, but there is the Hudson-Bergen light rail train from Pavonia/Newport to Exchange Place.