I just purchased a Holux M-241 GPS data logger. The device can store some 130,000 locations, stored at selected intervals (5s, 10s, ...) or after moving a selected distance (50m ...). Additionally, the device can display the available memory (the number of locations that can still be stored) location, speed, distance etc. It is rather small, about the size of old film roll (if anyone remembers what they were like). Unfortunately it is not water proof, but it appears to receive the satellite signal from within my camera bag pocket, even when inside the car. It comes with an USB cable, one AA battery and 12V power cable. Additionally, it supports Bluetooth (I have not tried) and can provide location information over Bluetooth or USB instead of just storing or displaying it.

The device comes with simple Windows software, but I have used Linux the following two packages instead:
(1) gpsbabel ("$ gpsbabel -t -r -w -i m241 -f /dev/ttyUSB0 -o gpx -F outfile.gpx")
(2) digikam (version 0.10.0, requires KDE 4) to correlate and update the EXIF geotags in NEFs or JPGs. GPSCorrelate can do the same thing. For same reason it intially shows the geo data already being present, so the geo data needs to be removed first.

I use Bibble for the RAW conversion and editing. Bibble 4 does not support EXIF geotags: they are not propagated to JPGs (probably a good thing, modifying NEFs is not that good idea anyhow). Bibble 5 will support geotagging through a XMP file. I will probably need to change the workflow at that time: instead of correlating the locations to the JPGs I would do it for the XMP file for each NEF/RAW file...

Click the view map link above to see where this picture was taken.