A phone that advertises "GPS" has a GPS chipset in it. It's really that simple.
I suggest:
http://electronics.howstuffworks.com/gps-phone.htmfor information.
There are a LOT of phones with GPS chipsets:
Link to GPS Phones List In terms of focus for GPS in phone devices, it's definitely for vehicle, on-road navigation.
In you really want to go deeper into this, I suggest you read
iPhone vs. A Stick.