One of the interesting software you can install on Nokia N95 is Nokia Sport Tracker.
One GPS is tuned on, the program track you movements, and later you can download them into google earth.
But, if you don’t want to buy a Nokia N95, you can buy a less expensive trackstick II.
It’s a simple USB key with an integrated GPS.
It will track your movements and store them into the builtin storage.
Later you can connect the stick to your PC/Mac and open Google earth to see them.