regken, as others have written (but not loud enough)...
GEOSETTER.DE
It writes all you need directly into K20D RAWs (and much more) and is fun to use.
Depending on what Logger you use, you may want to use GPSBabel (do NOT be afraid of using multiple programs. I actually have three icons on my task bar:
1. GPS Logfile Import (copies track file from Logging device onto disk)
2. GPSBabel
3. GeoSetter
By using GPSBabel, I am able to use the NMEA raw track file and convert it to GPX maintaining the altitude data (so I later can search by altitude as well
). Forget about all the integrated "all in one program" crap. Esp. if it mentions Google or any photo sharing portal...
Pay attention which Logger to buy. Ignore software in that decision! Pay attention to size, quality of reception, battery life and if it automatically switches off when not moved.
I use "XAiOX iTrackU BLUETOOTH GPS-RECEIVER SiRF III" which I am very happy with. I throw it into my photo bag in the morning and do entirely forget about it. As it should be, but almost never is... It is rebadget in the US, I don't remember the make.
Assorted links:
XAiOX iTrackU Bluetooth GPS Receiver SiRF III GPSBabel: convert, upload, download data from GPS and Map programs GeoSetter for Windows