Okay, I'll jump in here and stir up the pot. Have done in the past, and still do to this day. Flying along in a non /G airplane. Request a direct clearance. ATC is informed of the VFR only GPS. They have asked me what heading do I need to get there. I inform them. They issued me a clearance to fly that heading. This is a legal loophole (if you want to call it that). Of course I was flying Part 91. When I change controllers, I advise them "Flying last assigned heading xxx". I have NEVER had a problem with this. Okay now, here it comes...