Okay, just about every article on how to save battery life says to keep gps turned off until you need it. Is this an urban legend or what? Oh Skunkape, where are you?!
On older versions of Android, it was true. On JB (and I believe ICS), the OS itself will turn the GPS antenna on and off as necessary. See post #4 in this thread:
SGSIII / General Android Battery Tips (Can triple battery life!) | Updated 8/27/12 - xda-developers