How do birds always know exactly what direction to fly in?

They use crossing guards!

Starting at the age of 15, persons wishing to become bird crossing guards begin training. This is no easy job! It takes YEARS of fine-tuning intricate bird flight patterns in your head until it's second nature! Bird Crossing Guard trainees accompany birds on their flights daily! They later file detailed reports...important data, which explains ALL possible bird flight patterns. Those reports are stored in a huge data-storage facility at a top secret location within the bird community. The bird crossing guard has access to these vital records at night and can go over new flight patterns when necessary to prepare for his job the following day. 

The Bird Crossing Guard takes his job seriously and he NEVER, EVER gives a bird the wrong directions! Millions of birds depend on the bird crossing guard and the crossing guard never lets them down!