Tracker is a GPS tracking tool for Windows Mobile. You'll need to install the .NET Compact Framework 2.0 SP2 if your device doesn't already have it.
Tracker writes a track log to your My Documents folder while it's running. When you exit Tracker it will generate a Google Earth KML file and some statistics (distance, time taken, total elevation gain and average speed). Both the track log and KML file are saved with the current date in the file name. Tracker will prevent your device from powering off while it's running, so you can just kick if off and then lock your phone while it's running.
You can open the KML file in Google Earth, or upload the KML file and use it in Google Maps (see these instructions). The map below is a walk around Crissy Field in San Francisco that I logged earlier today using Catfood Tracker:
(Updated 2009-01-26: Tracker now has a menu to start and end tracks. This solves a problem reported on SmartPhone editions and means that you can log multiple tracks without restarting the app. Also, if you have any problems with Tracker you can get in touch here.)
(Updated 2009-02-23 to version 1.20.0008: Tracker will now start a log if your GPS doesn't report altitude (this doesn't affect the Google Earth KML). Tracker also now supports phones with regional settings that don't use a full stop for the decimal symbol.)
(Updated 2009-05-02: If you'd like to know the format of the Tracker log file see the comments on the Catfood Tracker 1.10 post.)
(Updated 2009-09-07 to version 1.30.0025: Tracker now includes options to configure the sample interval, switch off the GPS between samples and log altitude data to the KML file. Read more at Catfood Tracker 1.30. Download above or at http://www.catfood.net/m/.)
(Updated 2009-10-09 to version 1.31.0003: Fixed a problem that caused some devices to fail to receive samples from the GPS.)