I ordered the GPS with the external antenna, and I'm get fairly decent accuracy. I tried it out on a trip to the store, and when I loaded the NMEA file into Google Earth, it showed tracks that, for the most part, were in the proper lane of the road.

I modified the "Paintball Watch" code, and made a simple transmit and receive sketch that worked with the Sparkfun RFM22 shield. If anyone is interested, let me know and I'll post the code.

Do you have some simple example code for the radio shield? The robot control kit code seems way too complicated. I'd like to see just a simple send and receive sketch. Also, I am trying to get the radio shield to communicate with a Sparkfun RFM22 shield, and would appreciate any help with that.

Ok, I found the fix. It was in another Forum question. Apparently you have updated software that fixes everything. After I loaded the software everything worked. The original code was from the "Cat Tracker" project at makezine.com. I think you should have tested the project before you published it! https://codebender.cc/sketch:60928#TinyShield_GPS_V2.ino

I was finally able to get the battery to work by jump starting it with the USB shield. I hooked up the battery and the USB shield. I then connected the USB shield to a computer USB port. The program started (the LEDs started flashing). I then removed the USB shield and the program continued to run.

Here is the code. It was downloaded from the Tiny Circuits a while back. It's supposed to write the GPS information to a SD card:
  /*
     This Arduino sketch will log GPS NMEA data to a SD card every second
  */
  #include <SPI.h>
  #include <SoftwareSerial.h>
  #include <SD.h>
 
 
  // The Arduino pins used by the GPS module
  static const int GPS_ONOFFPin = A3;
  static const int GPS_SYSONPin = A2;
  static const int GPS_RXPin = A1;
  static const int GPS_TXPin = A0;
  static const int GPSBaud = 9600;
  static const int chipSelect = 10;
 
  // The GPS connection is attached with a software serial port
  SoftwareSerial Gps_serial(GPS_RXPin, GPS_TXPin);
 
 
  void setup()
  {   
    // Init the GPS Module to wake mode
    pinMode(GPS_SYSONPin, INPUT);
    pinMode(GPS_ONOFFPin, OUTPUT);
    digitalWrite( GPS_ONOFFPin, LOW );   
    delay(5);
    if( digitalRead( GPS_SYSONPin ) == LOW )
    {
       // Need to wake the module
      digitalWrite( GPS_ONOFFPin, HIGH );
      delay(5);
      digitalWrite( GPS_ONOFFPin, LOW );     
    }
       
   
    // Open the debug serial port at 9600
    Serial.begin(9600);
   
    // Open the GPS serial port 
    Gps_serial.begin(GPSBaud); 
     
    Serial.print("Initializing SD card...");
    // make sure that the default chip select pin is set to
    // output, even if you don't use it:
    pinMode(10, OUTPUT);
   
    // see if the card is present and can be initialized:
    if (!SD.begin(chipSelect)) {
      Serial.println("Card failed, or not present");
      // don't do anything more:
      return;
    }
    Serial.println("card initialized.");   
  }
 
 
  int inByte = 0;         // incoming serial byte
  byte pbyGpsBuffer[100];
  int byBufferIndex = 0;
 
  void loop()
  {
    byte byDataByte;
   
    if (Gps_serial.available())
    {
       byDataByte = Gps_serial.read();
     
       Serial.write(byDataByte);
       pbyGpsBuffer[ byBufferIndex++ ] = byDataByte;
       
       if( byBufferIndex >= 100 )
       {
         byBufferIndex = 0;       
         File dataFile = SD.open("gps.txt", FILE_WRITE);
     
         // if the file is available, write to it:
         if (dataFile) {
          dataFile.write(pbyGpsBuffer, 100);
          dataFile.close();
        } 
        // if the file isn't open, pop up an error:
        else {
          Serial.println("error opening gps.txt");
        }       
       }     
    }
  }

I have been unable to get the GPS module to run on a battery. It will run using the USB shield connected to a USB port on my computer. I suspect the battery can't supply enough power. Is there anything I can do?