My important knowledge of New Jersey was learned from this picture:
i.e. Stay out of the pine barrens.
In all honesty, the worst thing about the Pine Barrens are the mosquitoes in the summer. And yes, as shown in the Sopranos, it is easy to get lost without a compass, but that is true in any forest. Its actually a pleasent place to go canoeing, fishing or hunting. Don't want to be there during a drought (brush fires) or when Chris and Paulie are running around looking for Russians.
BTW: Us amateur students of film know that many of the shots in the "Pine Barrens" episode were taken directly from the conclusion of Bertollucci's "The Conformist", a film which is NOT OUT ON DVD, along with the rest of Bernardo's 70s output (the good stuff).