Any Bluetooth GPS will work if it uses NMEA export format (I believe all of them usually do). You would have to use my NMEA parser library for this though and create a custom location provider dotMorten/NmeaParser · GitHub . See the wiki for how to hook it up:
With USB GPS, the waters are a lot murkier. The Serial port support is severely limited in Windows Store, and requires the USB to use a very specific USB-to-serial driver to work - I actually have yet to see any that uses that driver (so I haven't even tried it but there are samples on MSDN showing how to read the data stream from such a device). So if you go that route, you must be sure the device provides a Win8.1 compatible location service driver, and then it'll "just" work with the built-in location provider.
Thanks Morten. I really don't want to have to implement a custom location provider and the NMEA parser library if I don't have to, but at least that's an option. If anyone does come across an external Bluetooth or USB GPS device that will just work automatically with the built in location provider please share it. I have done some research on the web and haven't been able to find anything except for a lot of people complaining that they can't get any external GPS to work with Win Store Apps on Surface, only desktop apps on Pro.
I just had a chance to borrow a Holux GPSlim236 and try it out with. It worked like a charm for both Windows Store and Windows Desktop (on a Surface Pro 3) and on my Lumia 1020 phone. I updated the store/phone sample app to include code that connects to a Bluetooth GPS (just uncomment the line that loads it up).
On a side note: I've had big problems with the "Surface Pro 1" and it's Bluetooth device - it often won't correctly connect or lose connection constantly.
We've had good luck with the Holux receives as well - seem to do the job. Also, I know Trimble just came out with a new received - the Trimble R1 I think - that looks pretty nice. Connects with Bluetooth and can be used with many different devices, like phones and tablets and computers.