I just discovered something really cool. The 40D is GPS aware! Check this. Although it doesn't have any GPS functionality, it can accept coordinate from an external GPS receiver via the WFT-E3 wireless grip. In the video there's a scene where they show the camera's screen showing the information of a picture they just ook. It shows the coordinates!
I found a GPS logger that can talk to the WFT-E3, so that system is complete, but that grip isn't exactly cheap, so it only makes sense if you already have one and/or have use for it other than GPS.