Foolography is a tiny German startup with a great pair of products for in-camera geotagging. The first is called GeoTiger. It uses a custom wired connection to bridge the gap between the input port on Nikon cameras and its GPS unit. The Unleashed does the same thing, but with Bluetooth, avoiding the cumbersome wire. It doesn't come with a GPS unit, but will work with any commercial Bluetooth-enabled GPS receiver.
Unlike some other methods of geotagging images, these gadgets don't require any extra steps when importing the image, because the geodata is encoded directly into the image as it's shot. Currently, these only work with Nikon D200, D300, D700, D2Hs, D2X, D2Xs, D3 and D3X, but Canon modules are in development, as is a model for the Nikon D90. An upgraded model, Unleashed Pro, will incorporate a tilt compensated compass to record direction along with the geodata. US Distribution is currently in the works, but the devices are on sale in Europe for around €200.