You could choose a beamer theme which supports that. For example Singapore:
\documentclass{beamer}
\usetheme{Singapore}
\begin{document}
\section{Introduction}
\subsection{One}
\begin{frame} text \end{frame}
\subsection{Two}
\begin{frame} text \end{frame}
\subsection{Three}
\begin{frame} text \end{frame}
\subsection{Four}
\begin{frame} text \end{frame}
\section{Methods}
\subsection{One}
\begin{frame} text \end{frame}
\subsection{Two}
\begin{frame} text \end{frame}
\end{document}

Here's the top of a frame, where subsection three of the introduction is highlighted.
Or
\usetheme{Szeged}

Or
\usetheme{Darmstadt}

There are related themes such as Berlin, Ilmenau, Dresden and Frankfurt, with such a navigation.
Also the progressbar theme is interesting, if you wish to show the frame progress.
To visit beamer themes galleries, have a look at Where to find custom beamer themes.
Darmstadt(splittheme) for my last conference presentations and my colleagues told me at my test run that the mini toc/progress bar on top looks great. It isn't intrusive and gives a nice overview. – Martin Scharrer Feb 26 '11 at 08:13