1. Increase contrast.
2. Select the right wall of the maze using the magic wand.
3. Select > Modify > Expand 4 pixels
4. Create new layer.
5. Fill with Red.
6. Select > Modify > Contract 2 pixels.
7. Delete. Now you’ve got a line tracing the solution.
8. Manually clean up the outer edge, and connect the dots.
9. Cake!’
The picture above is a tiny portion of the huge maze solved by this Photoshop method. Link -via J-Walk Blog
I always have just traced the maze backwards. Most maze designers try to make the maze very difficult from beginning to end, but very few also make it difficult from end to beginning. It only took me a couple minutes to visually solve from end to start, far less than it would have taken with the photoshop method.
Essentially, in both examples, you are splitting the maze in two. The entrance and exit divide the maze into two different wals that never touch each other. The line that divides the two walls is the shortest distance from the entrance to the exit.
However, both of these methods will only work on the simplest form of maze, that is a maze that has a single entrance and a single exit, each on the outside of the maze.
Many mazes, particularly of the physical variety, have one, or more, goals to be reached in the centre of the maze (often before reaching the final external exit). This method will not necessarily take you to a central goal, and in the case of multiple such goals, is almost guarantees you won't reach them all.
Another type of maze might be one with multiple exits. If only one is the correct exit, this method is not guaranteed to take you there, and if the designer of the maze is smart, this method will definitely not take you there.