A short update regarding the Sony GPS-CS1 device: yes, I can personally confirm now that this device is well supported on pretty much any platform. Once connected via USB it simply acts as 32MB memory stick. Which is great and pretty much the best thing Sony could have done. By the way, there are three LEDs on the Sony GPS-CS1. One signals the battery status, another one for reporting that memory is full and the last one for indicating the current GPS connection status. Other than that there is only a power-button, a slot for the AA battery and a mini-USB socket.
Thanks Sony for not creating another one of such annoying proprietary devices and making life a little easier for us