Karl covers it pretty well.  When the "E.", "W.", "N." or "S." appears before 
the street, it can be considered part of the street name and usually identifies 
part of the street on one side of a boundary.  For example, all street numbers 
in Chicago start with 0 at State and Madison.  If you go east, you're on East 
Madison and the numbers start going up.  If you go south, you're on South State 
and the numbers are going up.  Thus, you can always tell which way you're 
going: If you're on W. Washington Blvd. and the numbers are going up, you're 
going west.

Unfortunately, many cities don't follow such a common-sense strategy.

In the case of a direction coming at the end of the street name, I've seen that 
when the street is divided by a median of some kind, and traffic goes in 
opposite directions on either side of the median.  Then again, these might also 
be identified by "North" and "South" simply telling you the relationship of the 
two halves, as in this Los Angeles example:

http://maps.google.com/maps?f=q&source=s_q&hl=en&geocode=&q=north+venice+blvd.,+venice,+ca

Gavin

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