Here is another app, just for this purpose.
This version isn't as sexy as the iPhone app(Dude, where's my car?"), but it's free, and you can store up to 3 different locations and even name them if you'd like. When you want to locate one, you just click the respective Find button and you will be provided a compass direction (N, NW, S, SW, E, SE, W, NE) and approximate distance to your destination which will change as you continue to move.
