It's important to make sure that you have the most up-to-date software on your GPS. If there are any bugs in your GPS software an update will fix that. If there are more up-to-date base maps, an update will fix that, too. You can get updates simply by following the instructions at the manufacturer's website. Garmin is one popular handheld GPS maker which has WebUpdater, a program that you download to your home computer that will look for new updates, which you can then put on your GPS the next time you connect your GPS to your computer.
Even if you have just put a brand new set of batteries in your GPS, it's always a good idea to bring a spare set. They don't take up much room, and are always handy just in case you end up out in the woods longer than you planned. In addition, if you are constantly using your GPS while you hike, you'll end up running the batteries down quicker.
Clear the Track Log
If your GPS is low on memory and you plan to be out on a long hike, clear your track log before you begin your hike. This is important if you plan to be storing waypoints to do a track back to your starting point. It's better to start off with a clean slate than find you are low on memory halfway through your hike.
Getting a Clear Signal
If you're having trouble getting a signal with your GPS, make sure that you have a good, clear section of sky overhead so that your GPS can acquire the satellites it needs to determine a location. Instead of keeping your GPS in your pants pocket, consider putting it in the top of your backpack so that it has a better view of the sky and can better keep track of your position.
If you're using your GPS to hike, and are plotting in waypoints along the way to help you find your way back, be sure to add a number to each waypoint, for instance path1, bridge2 etc. This will make it easier to find your way back than simply relying on your memory for knowing which waypoint comes next.