There is a certain 'logic' to CF mazes which you have to be aware of.

There are to my knowledge 3 types of mazes

1) Standard maze -
Same way in, same way out. Exits might be obvious, or you might need to scan/look for them. Either way the coin-dropping method works for this, and once you've mapped them you won't ever need to do it again.

2) Maze with random exits -
Typically these take the form of an entrance to the area where you need to look in all directions for a hint: e.g. "The vegetation starts to thin out in this direction" Once you go in that direction you are one correct step further down the maze. Rinse and repeat until you are through. You need to repeat every time you navigate such a maze. Creating an alias for looking in every direction with one command will help here enormously.

3) Mazes with shifting, random exits -
(e.g. the Sands of Sorrow) The worst and most deviously evil invention ever. Coin dropping kind of works, but going through certain mazes will drop you more than one room away from the previous one (so it seems) so end up "teleporting" into a different part of the area. You can't really write maps for this because these "teleporting rooms" don't generally announce themselves. Again. And again. And again. Look around you on your crazed wanderings, and you might get lucky.

I'll echo the comment about a bad room made a few threads further down. Sometimes when you leave the correct path you enter an endless maze which you can only get out of by leaving via the opposite direction to that you came in by.