|I'm so confused|
Here's the short version.
1) TV Satellite dishes - point to a stationary point in space, usually the same direction
2) Religious Buildings - Christian churches are normally aligned west-east, with the main altar at the eastern end to face the sunrise. [Christian] gravestones, too, are aligned west-east. Mosque and Synagogue instructions at source link.
3) Weathering - this one thats some prior knowledge, eg the wind comes from the southwest in the UK more often than from any other direction.
4) Flow of people - (especially during rush hour) - following a crowd in the late afternoon will take you towards a station or other transport hub
5) Road alignment - this one requires a bit of prior knowledge of the general area you're already in
6) Clouds - this one I really don't agree with
Source -> http://www.bbc.co.uk/news/magazine-15125287