I did a load of training at Compton Abbas a few years ago and reckon to have approached it from most angles and weather conditions. It is notoriously difficult to find, especially from the South (coming back from Bournemouth).
Actually, I reckon the easiest is directly from the East, round the SE corner of the Boscombe zone, then past Salisbury. If you follow the gently rising ridge, you'll find Compton Abbas at the top of it.
The GPS of course washes all these issues away. I guess all the posters above (and me!) just like to do it the old-fashioned way, looking out of the window and feeling some sense of achievement when you find your goal. Any mug can punch in the co-ordinates and hit 'go to'.
TheOddOne