The two phones with GPS that I have had (An older Nokia and a new LG) cannot have the GPS locater turned off via the system menus. They have the option of "Always On" and "911 Only". That's it. I am not too worried about this, as I can always remove the battery, and I do not discuss sensitive issues over or near the phone. It is something I just have to accept, especially being that I was not willing to pay more (a lot more) for other phones that might have had different options.
The internet and the cell phone are two of the biggest security risks ever. People get too careless and don't have a problem with posting all of their info for anyone to see. Combine that with the fact that just about everyone goes through a set daily routine of what they do and where they go, and its a stalker's dream come true.