I would like to be able to search gas stations based on fuel prices, be alerted of speed traps, be able to view traffic on the fly, have weather info presented to me based on my location, etc.

I am assuming that all these features will require an internet connection correct? Or is there a special gps receiver that can receive this information? I can tether my phone for 3g internet so needing an internet connection is not a big deal at all.

What gps software will work in this fashion?