Quickest way to locate nearest unit on map?
In the heat of battle I tend to lose track of where my probes are or where the nearest probe is. Is there a shortcut or a quick way to locate specific units on the map in case I lose them?
Lost units in general? No. Probes? Sometimes. Any time a worker (probe, drone, scv) is just sitting around doing nothing, he is considered an "idle worker", and the logo of the worker appears in the bottom left of the view area, with a number telling you how many idle workers you have. Clicking on it (or pressing F1), will cycle through them.
If there's a specific unit you keep losing, Tzenes's answer describes how to put a unit in a control group.
Short answer to your question: No. Unless you use hotkeys or the idle worker icon
If you are talking about probes though, the truth is, you don't need a special probe for just building structures. So there's no real need to be able to find where you left the probe in the heat of battle.
Let's say you want to build a pylon. Here's what I would recommend:
Hotkey your Nexus
Double tap your Nexus hotkey to move the screen toward your mineral patches
Select a probe that is gathering minerals
Issue the command to build a Pylon
After the command is issued, Hold SHIFT and right-click back on to the mineral patch.
Results: The probe builds the pylon, and then goes right back to gathering minerals. Whenever you need another pylon, gateway, etc... repeat steps 2-5