These frustrations were the impetus behind the creation of the FanGuide Tour & Audio Companion iPhone apps by Prairie Design Group. I recently had an opportunity to test the Chicago Loop Architecture Guide [US$2.99, iTunes Link], and wish that this app had been available a few years back when I was visiting the Windy City.
Featuring an elegant and easy-navigated user interface, the Chicago Loop Architecture Guide provides six tours, each with anywhere from 5 to 9 stops. The tours range in length from 30 minutes to a full hour, and stops for food, coffee, or photography can stretch out the time. Tapping on a globe icon during a tour provides a Google map view of a stop, overlaid with a photo of the building and arrows that point you to the previous or next stop. You don't need a cellular connection to use the app; there are also self-contained offline maps that are more than sufficient to provide you with location information.