CoPilot is the ****.
Garmin GPS35 is the best, but it's not $400. I bought it 8 months ago for $180, you can probably get it cheaper now.
My Garmin GPS35 is physically hidden in my vehicle, inside my rear brake light casing. That's right, it has no clear view of the sky. Nevertheless, it still stays locked, always. It's always locked, even when when in mountain gulch's or high mountain roads with huge trees towering over.
The only time I've ever lost a lock with it is during some times of day when driving on the bottom deck of the Bay Bridge (which has a steel roof over it). Most of the time I go over the bridge though, the GPS stays locked, presumably just through the small side-windows! =)
It's very small, it's very sturdy (weatherproof, made it to be mounted anywhere including outside of cars, helicopters), it can be used with a differential GPS, it's output messages and baud rate can be customized via settings with it, it has a self-recharging lithium battery to store settings and almanac info for fastest lock. It's the size of a small mouse and plain black, no crazy yellow colors. It tracks up to 12 satellites at a time. it has an internal real time clock. It has wide voltage operation, low power usage. Here's some of the technical specs from the manual.
4.4 oz, not including cable. 56mm x 96mm x 26mm. Operating temperature, -30C to 85C (that's huge!)
Input voltage, 8V - 30VDC, unregulated. Typically draws 150 mA @ 12VDC. Backup power: Internal 3V lithium coin cell battery, up to 10 year life.
Tracks up to 12 satellites. Update rate: 1 second.
Aquisition time (worst case, usually faster):
- 15 seconds warm (all data known)
- 45 seconds cold (initial position, time and almanac known, ephemeris unknown)
- 5 minutes AutoLocate (alamanac known, initial position and time unknown)
- 5 minutes search the sky (no data known)
(since it uses so little power, I have my GPS powered anytime my vehicle is on -- even if I turn on my computer right away, it always has a lot before by the time I've booted up).
Velocity accury, 0.2 m/s RMS steady state, 999 knots velocity, 6g dynamics.
It has a ROM which does self-checks and will report to you any errors.. the manual includes the wiring diagrams for their cables, down to the wire colors, purposes and voltages, even if you get the model with that comes with a connector.
Includes a full description of the NMEA spec, all the sentences that it can output and what they mean..
blahblahlblah
basically it's the best

And it works with CoPilot, with an easy adjustment to the GPS (choosing which messages the GPS outputs).