First up, kudos for getting yourself into Minecraft. I've spent countless hours delving around caves, digging up secrets, and I intend to spend many more.
Getting to your concern. I strongly recommend you don't cheat your way through Minecraft. Robbing yourself of the gradual achievements will ruin your long-term enjoyment.
Some pointers for navigation
Build 'roads' whenever you go exploring, by digging a trench and dropping in a block of stone. You can even make handy signposts by putting planks into every square in the top and middle rows, with a stick in the bottom-centre square on a crafting table. These roads can be upgraded at a later date.
Alternatively, construct a tower of dirt, 2 blocks wide. You achieve this by jumping up while looking down and placing the next block. You can build these every so often with a row of blocks attached to point you back to your starting point or home. After you get to about 40-50 blocks high, dig down one of the two columns of dirt to get back to level ground, leaving a large tower that is visible for a good distance.
Hopefully this is of some help.