There's quite a buzz at the moment following the discovery that up to a years worth of geo-location data is being captured and stored on your iPhone, and the fact that this cannot be disabled without jailbreaking your phone and installing a Cydia app (no, disabling Location Services doesn't help).
If you want to check this data out and don't have a Mac, take a look at the iPhoneTracker for Windows: http://huseyint.com/iPhoneTrackerWin/. This app reads the data from a recent iTunes backup and overlays it on a map for easy viewing.