When I learnt to fly I was taught to expect vectoring whilst transiting through terminal airspace, and to advise the controller at the earliest opportunity if I could not maintain VFR and/or that instruction would take me into cloud.
It was easy for me to lose sense of where exactly I was after a lot of vectoring, so I would always have an exit point planned from where I can resume my own navigation. Seeing various jets and other aircraft fly above and beneath me showed how important it was to be attentive on the radio and to comply correctly with instructions given.
Vectoring is easiest to fly (controller just tells me headings and altitudes which I follow). Tracking using navaids are also easy. And tracking using VRPs can range from the easy (the mouth of a large river) to the impossible (a church spire in a small town that looks just like any other).
But to answer rice and pea's question, I fly VFR cross-country using navaids all the time after leaving the terminal area.
Last edited by soaringhigh650; 13th May 2011 at 13:33.