Lou's link does the same I think, so praises to him first. Skyvector just adds the flight plan overlay.
I'd recommend that really short but superb video on their site to get behind their great and free service features.
Both sites are great and both (as a side note) had to fight some new payware 'solution' in the past, so supporting them is vital. Sadly, the service is mainly limited to the US.

Regarding some sim headings and the rw ones, you have to be aware of the magnetic declination though.
This is modelled in the sim, but it derives from another magnetic year, so not 2010 or 2011 or so, but much older. The offset therefore is bigger. I think FSX and FS9 even share their magnetic basis.
This alone will alter the course information in the sim, so they don't match the ones on current or close to current charts (using another, more current, magnetic year).

But you can update that magnetic declination file in FSX easily with the one from here. http://hsors.pagesperso-orange.fr/navaids.html
I'm using it since it came out and it adds much more precise data to the sim then since you actually update the modelled 'magnetic year' by this, which is a basis of the FSX system, so expect magnetic headings to be changed after the update. Worth a try.
It's just one small file, so you can backup the old one and replace it then. Instructions are included.


I never really used the FSX nav log, but if it gives you headings only, it's hard to fly along that given information since a heading only works in no wind scenarios, which do not happen when using any weather input in the sim.
Any slight winds and you're off that heading (regarding your real track on the surface), only FMC birds or the guys like Lou could compensate that efficiently and then really track 093 or whatever degrees (if commanded to do so, track).
For the rest, this will be some work and maths to do, turning the plane into the winds at the right amount to really fly 093 while you nose points e. g. to 098 and with a correction for every wind change. Devices like the INS also help you there if available.

But I wouldn't care much about the FSX planner, but set up my plans on sites like Skyvector or in some freeware planners which give you nice course (not heading) information and corresponding VORs for example.
For the simple VOR to VOR stuff, e. g. Plan-G is good and visualizes your route extremely well since it was meant as a VFR planner. http://www.tasoftware.co.uk/planG.htm