I try not to go out in really bad weather, but I if I know the clouds will be coming and going, I will sometimes bring wands so I can find my way back down.
For going up I use a map, compass, and altimeter. I'll mark waypoints on the map and write down what the bearing is. I use my altimeter to let me know when I reach a new waypoint on a line. It's not perfect, but it always works out.