As the poster above me said, you can get a standalone GPS unit and keep it in your bag. However, you don't need third-party software — Lightroom (and Aperture, if that's your thing) can import files from these devices directly and geotag photos with them.
I have a 6D now so I'm set, but before I used a rugged Garmin device I also use for hiking and bike riding. It's a bit clunky, but there are little standalone devices like
this.
Finally, you can get apps for your phone that do this now. They'll drain the battery, though, but if you're only out for an hour or two they'll be fine. The key thing to look out for is the creation of GPX files — if you have a device or app that generates GPX files, they can be imported straight into Lightroom or Aperture without any extra software.