Use mapping software before leaving for your assignment to aid in this. Mapquest and GoogleEarth are excellent options to choose from.
If possible, have another person ride along with you. Not only will this help in paying attention to directions, but they can also help you review your guidelines to the shop.
You can also use this time to just talk to someone else to help relieve the before-shop jitters. Sometimes not thinking about your upcoming mystery shop may just be what you need.
If you have a really good friend, ask them to drive you but offer to use your car. This way you can review your materials AND chat with someone at the same time.
If you have errands you need to run and will be in an area to do them near your shop, you can get them done afterward.
Sometimes, it just works out that you may have something you need to do that isn't too far from your appointment.
But, be a good friend and offer to buy them lunch for taking time out of their schedule to help you.
However you decide to spend your time in the car, be safe about it. You can't perform a mystery shop if you don't get there!