This SIRF Star III GPS Engine from US Global Sat is a only a little bigger than a 50 pence piece, but out-performs many of its bigger and more expensive competitors.
It has a built in patch antenna, and a battery on-board, to allow quick satellite fix. The device uses an amazing 20 channels, each with a stunning tracking sensitivity of -159dBm, enough to get a satellite lock in difficult urban canyon situations, or even inside some buildings. A very simple lead provides serial TX and RX in Sirf binary or NMEA format. This module is truly fantastic, given its size, features, performance and price.
The GlobalSat EM408 has all the advantages present in the EM406. In addition is also has a gold MMCX connector so that an external antenna can be used if need be.