For my birthday, Ben James gave me some geeky goodies including a uBlox NEO-6M GPS module.
As soon as I had a moment, I rigged it up to my Arduino and uploaded this sketch from ArduinoTronics.
The pin connection layout is this:
GPS RX -> Arduino digital 4 (D4)
GPS TX -> Arduino digital 3 (D3)
GPS GND -> Arduino GND
GPS VCC -> Arduino 5V
It took a while to get a fix (find a satellite) but after it had, I received this over the serial port!: