No issues with mine. I've used the GPS nearly every day since I got the phone (the first day available). Works great! The only "issue" I've had is when I turn it on for the first time inside a building, it takes a while to lock on, and often wont get better than 50 meters or so. But within 30 seconds of walking outside, it locks w/in 3 meters (or closer sometimes), and doesn't lose me.
I don't know if this is unique to the SF, or if all GPS units work this way, so I'm not sure if it is a problem or not. But, why would I need the GPS inside a building, anyway? So, not really an issue for me, even if other phones are better able to locate the user's position inside.