I can't believe it's taken me this long to write about HopStop! I've been using it for nearly ten years, and I think I assume that everyone knows about it (do they?) since it's pretty incredible.
HopStop offers users bus, train, subway, walking, car, and bicycle directions and routing and it also supports transit information for over 300 major cities. The main reason I use it is for when I need subway directions to a place I haven't been before. The site also updates their route options to keep in mind any subway service work going on that particular day.
If you're ever travelling to New York City, it's especially amazing and handy to have on your phone. I can't tell you how much I use it.