Best solution is to get an app like TomTom because it doesn't even require a data connection.
And as Scott just told it, he didn't really need one after starting his trip. Not to mention that Apple's Maps app is using TomTom.
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I noticed that, unfortunately, there was a little lag in terms of where the phone said I was. It was fine when stationary, but as I began moving the lag went from somewhere between 15 feet up to perhaps 25 feet at speed.
This kind of lag isn't great as it would be enough for me to miss turns in an area with which I was unfamiliar.
This shouldn't be a problem using turn-by-turn directions. It warns you of upcoming turns several times before you get to it. You shouldn't miss anything, or at least, you'll have plenty of time to slow down.
That said, my own experiments with turn-by-turn showed little to no lag. It's possible there may be an issue with your GPS, or possibly interference, depending on where in the car your phone is. I have mine mounted to the center of my windshield, and angled so it faces the driver's seat.