GPS Path provides a very easy to use app that creates a GPS breadcrumb track of your movements.

Features include:
✓ Supports Standard, Satellite, and Hybrid map views
✓ Supports low accuracy (saves power), and high accuracy tracking
✓ Option to enable tracking when the app is backgrounded
✓ Initial location marked with a map pin
✓ Fully scrollable, zoomable map

Note: Continued use of GPS running in the background can dramatically decrease battery life.

Also checkout other fine software at Wavefront Labs:
★ Sensor Data Capture Collection
✔ Sensor Data - Professional data capture for all sensors including accelerometer, compass, GPS, and gyros.
✔ Motion Data - Capture integrated accelerometer, compass, and GPS data
✔ Accelerometer Data Pro - Capture and manage accelerometer data in Flash files
✔ Accelerometer Data - Capture accelerometer data in RAM
✔ Compass Data - Capture compass data
✔ Magnetic Data - Capture magnetic field data

★ Games Collection
✔ Falling - Descend through a cave jumping on a rising set of platforms
✔ Tube Runner - The 3D vortex game

★ Utilities Collection
✔ Calendar View - Display your email ICS Calendar invites
✔ System Tools - Inspect your iPhone / iTouch