I recently started using the GPS functionality in my AT&T Tilt (HTC 8925). About the same time, I downloaded a new version of the Microsoft Windows Live Search Mobile (or http://m.live.com from your mobile phone).
Very easy to set up:
That's it! Now you're ready to GPS navigate on your Tilt (or almost any GPS enabled smartphone as I understand it!):
It'll give you turn by turn directions, notifying you with a beep when you get close to your next turn, when you're at your next turn, and when you are on the next direction.
I'm at the point now where I never leave home without it!!!