We design and study a mixed reality game, PhotoNav, to investigate wearable computing display modalities. We study game play, varying display modality: head-mounted, handheld, and wrist-worn. PhotoNav requires the player to split attention between the physical world and display by using geotagged photographs as clues for navigation. Our results showed that participants using the head-mounted display exhibited poor performance in one of the courses and that players preferred handheld and wrist-worn displays, likely due to their familiarity with them. We derive design implications from the study and discuss problems faced in designing mixed reality games and interfaces that require users to split their attention.