None, really. Maps allows you to download maps if you don't want to use data. You'll need an internet connection if you want to go to a specific address, but you can set that up at home on wifi. (Or you can use
MyDirections which only uses data (mobile or wifi) once for each location you enter.
Map apps work by latitude and longitude, so if you put in a street location, the app has to look up the lat/lon online. (My Directions tells Maps to go to a particular lat/lon, so Maps doesn't need a data connection.)
The GPS receiver itself doesn't need to connect to anything but the GPS satellites, and that's free.