Location information should be available on every page of the site. The displayed information should also completely specify a user's location within the site. Otherwise, some users - perhaps those who follow more unusual routes to reach a page - may become confused and lost.
Location should be constant
In order that users don't get lost, it's important to have location information available on every single page of the site.
The information should also be in the same place on the page, and in the same format or style, so that users recognise and understand it.
Location should be complete
In most cases the location information should be complete - in other words, it should entirely specify the user's location within the site.
For example, if the book/CD review site mentioned earlier did not include full location information (perhaps if the section information, that indicated the user was looking at either book reviews or CD reviews, were omitted) then a user looking at book reviews might forget that there were other sections of the site, and consequently miss the CD reviews completely.
Unusual access routes
Location information is particularly important if users might reach a page without going through the normal navigation. For example, you might link directly from a review in the book section to another one in the CD section (perhaps if the CD were connected to the book in some way). A user following the link needs to understand that they've ended up in the CD section and will have to back out to the book section if they want to continue reading book reviews.
Since this is the Web, users might also reach any page in your site directly, from a search engine or a link from some other site. Wherever they enter your site, they should be able to quickly find their way around, and clear location information is an essential part of this.
