Makes no difference. All the widget does is switch GPS on and off in Location.
As has been said, IF the GPS is being used it is because an app is requesting it. IF it is causing battery drain then you have an errant app that is constantly using the GPS.
This is one of the main reasons I dont install apps that requires location data when it shouldnt.
To OP, I would go through the apps you have running and see which ones are using location.
From home screen - Menu>Settings>Applications>Manage Apps>(either go into downloaded or running) then click on each app and scroll down to bottom to the list of permissions.
I would go through the running apps and start with the ones you have downloaded first.....