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@The_Seldom_Killer
Don't give up on the AZ yet, although if you're not venturing outside of zone 3 then the mini version is better and if you have a decent pocket to keep it in then the ringbound one works a treat as you can leave it open to the relevant page. If it makes you feel any better, I have a pretty good sense of direction and memory for places and I still went through three AZs in my first two years living in London. I did get out a lot though.
I'm not to sure if TfL are still doing them but the free cycling maps are a great boon though, they're light, foldable and, most importantly, free. As well as Oliver's A road suggestion, learn where the boroughs lie. A lot of road signs will direct you to the next borough and seeing a sign pointing to a borough you don't need to pass though is handy for realising a one way system has spat you out in the wrong direction.
Landmarking works well as there is often enough places, shops, road names, objects that will catch your attention and can remind you that you're near a turn. Finally, if you are out and mapless and don't see anywhere you recognise then this is where London's public transport networks gets really useful. Train and tube stations will almost always have a bunch of signs pointing to them and a map of the local area in them.
Bus stops with shelters usually have a spider map in them and the sign will almost always say which way the buses are going. Limited detail but usually enough to put you in the right direction or towards a source of more information.