I like quest journals, maps and makers for one reason, I know where to go when I get around to doing the main quest. This mostly applies to Skyrim, since that's what I've been playing on and off for a good couple of weeks.
If I didn't have a quest maker I'd be screwed right about now, since I spend most of my time going into caves, shrines and doing at least three quests at once. In huge open game like that, most people do end up sidetracked along somewhere along the line and maybe even forget where they were going. With makers and journals, you don't have to go back and basically ask the NPC where you're meant to be when it happens. Also, in the case of a moving objective, you're not going to end up tearing you hair out from spending a heck of a lot of time just looking for the thing.
Also an ingame map is key to this sort of game, if only to give the player some slight direction. Cities in games like Skyrim are generally where quests begin and end, as well as where most of the shops are.
My main example is during the Dark Brotherhood quest-line, when you get the side-contracts. Three targets in different areas, one of which moves and two of which are far apart as well as having the main-quest to do. That's a total of four possible areas I'm moving around, all of which have a healthy number of camps and caves inbetween. If there wasn't a journal I'd be a little lost, since I don't always get to play for more than an hour. Without a maker the moving target would be near impossible to find. Without the map, I wouldn't know if I could get away with murder by using the Thane title of if I needed to be more sneaky, as well as clueless as to where I'm meant to be. NPCs can be vauge at times, which is annoying.
I can live without makers but they do make moving targets less of case of luck, unless the NPCs were to say where they travel. I'd say the other two are improtant to Skyrim.
I'd don;t want hand-holding in games, but developers should be able to understand where the lines are drawn. A challange is fine, but don't make a player stop having fun.