KC, I use that rule in areas that I'm not currently familar with. I've gotten into some nasty situations trying to come down a steep mountain by a different route than the one I used to go up it, for instance.
While hunting a somewhat familar area, I will often move in a circle. so there are exceptions.
But what often happens is I find myself going into new country as I hunt. That and I often have seen things, even fresh tracks on my hours old boot tracks, that make going out the same way I went in worthwhile. E