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Before you leave home, buy a small pocket- or purse-sized notebook. Copy maps of each destination (break a city into smaller areas) and reduce them down to notebook size; glue them into your notebook, folding out if needed. Highlight important places, like your hotel, and include directions to/from airports or train stations.
It can also be used to write down anything you want/need to remember like addresses and memorable experiences. It keeps all your important information in one place and is small enough to carry everywhere.
Related: 5 tips for spicing up your travel journals, or how to get beyond "Today I ate breakfast at..."