The latest version of Google Maps for mobile phones has a new feature called "my location". Instead of having to enter your location, Google Maps is able to find it. If your phone has GPS support the location detection should be very good, but even if there's no GPS, Google Maps can approximate your location. "The My Location feature takes information broadcast from mobile towers near you to approximate your current location on the map - it's not GPS, but it comes pretty close (approximately 1000m close, on average)." To find your location on the map, just press 0 and look for a blue dot.
Google says that this feature should work on most "Java, BlackBerry, Windows Mobile, and Nokia/Symbian devices", but it doesn't work in Sony Ericsson K750i, so this claim is questionable.