Traceroute is a famous program to draw the route taken by packets from your computer to any destination you chose. It uses UDP or ICMP echo packets with TTL value of one, then continuously increase it until it reaches the destination, this way it can get time exceeded responses from every hop in the pathway.
There is also TCP Traceroute programs which can be useful to bypass some firewalls filtering.
Similar techniques like Dig, Host for UNIX-like systems and PathPing for Windows may also be used to achieve similar results, but all these are command based. Although, using the Terminal is great pleasure, but it is always nice when these locations are illustrated on a real world map in addition to different forms of diagrams. To get such results, I suggest two tools I have used: NeoTrace Pro and VisualRoute.

