I used to get lost real easy there. I got too into the habit of following people and not paying attention to my surroundings but once you really take a good look around, it's not that hard. You just go up on a tall dune and look for certain landmarks out in the distance.
The only thing that concerns me is if I was out there and someone got hurt or broke down and I had to go for help. Finding help would be easy. Finding the spot where the help is needed again would be really hard unless it was close to one of the main areas (olds, comp hill, gecko, etc).
Edit: This whole vid is shot right along
Highway 78. The dunes extend all the way south the I-8.