Step 1. Go to Qiblalocator.com, type your location in and note the direction of Makkah.
Step 2. Using a GPS compass on the phone you can now pray in correct direction!
There is some applications on the differents markets which provide you directly the qibla according to your gps position, some apps also use your network location (less precise).
As for which app are good and which are not, I don't know, sorry.