A recent Engadget post requesting info on camera geotagging solutions prompted me to do a little digging. Nikon's GP-1 unit is pricey, and it's performance has not be impressive. If you have a Nikon DSLR, check out some of the offerings on these links.
(Note, some Canon models and others also have products here).
(near clone of Nikon GP-1)
(also have Canon products)
(Nikon and Fuji-Film)
(two Nikon units, and the pro unit may be used with any camera)
There are a few other makers out there, but these seem to be the most reliable. If you check forums on DPReview an Flickr, you can find some user comments. I also found several blog reviews on the interwebs.