Edit: Consensus (below in this thread) seems to be that what I described below works only because the device is locating Wi-Fi hotspots, not actually using GPS. That makes sense, so don't rely on what I reported in this post.
I have never had a data charge when I've turned off data roaming, so that would be the preferred method to use GPS when away from your home provider.
Original Post: I'm back to eat crow.
If you turn on Airplane mode and then turn Wi-Fi back on, GPS does work, even if you are not connected to Wi-Fi. Turning on Wi-Fi appears to turn on the GPS receiver too.
So, a person who only wanted GPS could turn on Airplane mode and still use GPS, so long as the Wi-Fi radio is also on.
This could be useful if you have maps on your device instead of needing to load them over the net, as would be the case with Navigon.
(I'm pleased to discover this. I had not thought it possible, given what the manuals say.)