Oh - the 500 won't, but the 705 or 800's will show true maps. I also like that I can find food or water along the route - sometimes you're on a road that looks remote, but there might be a resource a block away.
I usually use mapmyride, but just discovered ridewithgps - their site definitely generates cue sheets.
To show the cue sheet, click the little arrows (<<) on the upper left of the map. You can even add notes to the cue sheet as you go.

