Thank you very much for the directions!
in-di-ca-ZIO-ni — stress on fourth syllable. MIL-le — stress on first syllable.
After receiving directions, to thank the person before heading off.
'Grazie mille' (thank you very much — literally 'a thousand thanks') is a warm expression of gratitude. 'Per le indicazioni' (for the directions). 'Indicazioni' (directions/instructions) is the standard Italian word for directions given to someone.
È stato molto gentile, grazie!
You were very kind, thank you!
Personal compliment added to the thanks
La ringrazio per l'aiuto.
I thank you for the help.
Formal 'la ringrazio' instead of 'grazie'
Senza di lei mi sarei perso!
Without you I would have got lost!
Hyperbolic but very Italian expression of gratitude
'Figuriamoci' (don't even think about it / don't mention it) is a wonderfully Italian dismissal of thanks — more emphatic than 'prego'. Italians genuinely enjoy helping strangers and take pride in their ability to give clear directions. Returning to thank someone after successfully finding your destination is a lovely gesture that will delight them.