You can use the GPS without a single cent worth of data, in fact if you go to GPS -> GPS data -> Options -> Position settings, you can permanently disable "assisted GPS" and "network based" and use just "integrated GPS".
You have to be prepared for two things if you want to use GPS as a navigational tool and don't want to use data.
1.) Be prepared for a long first time to fix and this has to be done outside (IMO). This can be anywhere from 5-10 minutes, depending on when you last used the GPS.
2.) You have to download the maps for your region or your destination in advance. Google "Nokia Map Loader", there is a tool that you can download from the official Nokia website where you can get select maps (i.e. in North America, you can choose Canada + US or a specific country or dial it down to specific states/provinces. You have to download these and save them to your memory card.
If you don't follow #2, you will still use data IF you have a Nokia device that is not from your region (i.e. I have a E71-1 and i live in Canada) because it will download map data as you move.
AFAIK, this means that if you plan on using google maps, be prepared to incur data charges as google downloads the map data on the fly.
Hope that helps.