I'm one of the more exotic users, i use the do-it-yourself kit described at http://www.ladyada.net/make/gpsshield/index.html
with the EM-406A GPS chip and the arduino duemilanove ^^
it gathers the gps position once a second and writes the data into a text file on a 2GB SD memory card, so the limiting factor is the battery which is in my case a 9V block. it lasts for about 5h but there are alternatives like the mintyboost described at the same website. The software on its chip can be widely customized (f.e. reading different NMEA sentences or reading at a different frequency) but one should be able to do some basic programming for that.
I convert these textfiles using the website http://www.gpsvisualizer.com
into the form i need.