There are a number of things that can be done to make a site's navigation easy to use and simple to follow.
Don't frustrate people who want to use your site by making it hard to navigate, that won't make them stay longer to read content they aren't interested in. They will leave quickly and they won't come back.
Providing feedback on the user's location within the site helps avoid confusion. A prominent page title that matches the link they clicked and the same page heading let visitors know where they are. Breadcrumbs can also be worth considering. When designing your site structure, group similar pages together into categories and use those categories to organise the navigation so visitors can easily see which areas are of most interest.
The navigation should be consistent across the site, the main navigation should be in the same place on each page and contain the same information. Server Side Includes can be used to ensure that the same menu is displayed on each page without needing to update every page whenever you add a menu item. Consider using links to content on the same page if the page is very long or has distinct sections.
The links should, by preference, look the same no matter where they are on the page or site. Consider using CSS to style links to match the theme of the site. Ideally each link should be the same or similar colour which is distinct from other test, and it should change appearance when someone hovers their cursor over it to let them know it's a link. Many visitors are used to links changing colour after they've visited that page, so they have an instant reference to where they've been on the site.
Links should clearly indicate where they lead to, don't be creative with the name of a link, it is confusing and no one will spend the time to figure it out. If necessary, a "title" attribute can be used to provide further clarification. A "title" attribute will show a description that you write when the link is hovered over and it contributes to Accessibility.
Javascript or Flash menus may not work on all machines or browsers, always include text links somewhere on the page. Screen readers cannot use flash or javascript and some users have difficulty co-ordinating their mouse with javascript drop down menus.
A text link based site map allows easy navigation and visual search by users, as well as providing a way for search engine bots to find all the pages for your site. Keep it well organised and updated, divided by sections with sensible headings and divisions.
If you have a large site, include a site search box. There is no need to use one that has the option to search the web as well as your site. Users know how to find Google to search the web, give them the option to check through only the pages on your site to find what they are looking for.