Gwass
To echo Hob an OS map, basic map reading and a look on Google Earth before you go is the best approach. IMHO not all the lat/longs for all the sites map well with the exact location of the sites on the ground (download the sites map from here or other websites and look on Google Earth and you'll see some are a bit out).
I'm very new to this but IME finding cists and circular enclosures is a lot easier than finding some of the rock art itself. You can be meters away from some of the isolated panels and still not see them easily - part of the fun :-)
Hob has suggested some great starting points (I also come from the Big Up Northumberland Clan so would struggle to recommend other sites).
Half the fun is the looking as well as the finding - I treat the walk itself as part of the day out and once I've found site I was looking to see I start going all "Stuart from Time Team" trying to work out context in the landscape, what other sites are close by, etc. Before I know it an hour or two has passed and I have to head back.
Mac