So what other hardware is required other than the empeg? What is its cost and its form factor? Would one need to hand-construct any sort of complex interface between the GPS module and the player, or is it a straight serial connection?

As mentioned, the GPS receiver is the only extra hardware you need. It should plug into empeg's serial port and also should output the so-called NMEA sentences, which are pretty much standard for GPS receivers. Also, it's a bonus if it outputs the temperature readings, and that it outputs new data every second (as opposed to every other second).

I use a Garmin GPS35PC, which is a OEM receiver, meaning it does not have a display. It's just a small black box installed into my car's roof. It gets 12V power from the car's battery.

Kim