Every device I have tried has worked perfectly - so long as I am sat adjacent to the window; TomTom on an iPAQ PDA with Sysonchip CF card antenna (a few years ago now!), Garmin Nuvi 1440, and currently, HTC One X smartphone running various GPS apps.
The first two listed devices of course show a map - whereas the latter doesn't as none of my apps include maps and of course in flight I have the GPRS antenna switched off (and no signal anyway).
The most amusing thing to happen was on one of the last EZ flights from Prague to East Midlands before the latter base was closed; for use in a post-holiday video, I used my camcorder to record some in flight GPS footage. By chance, this included flying directly up the A505 at 456MPH - and triggering one 30MPH and one 40MPH speed camera alert!