GPS is free. No cost. It is paid for by US tax dollars and the signal is out there for anyone to use worldwide with a proper receiver.
To get real info from the GPS data, you need a map program that supports the GPS data. That is generaly where the cost is, In the US and on the BB, BBMaps and GoogleMaps are free map applications. TeleNav is a service provided by ATT for GPS enabled phones for a bout $10 a month. VZNav is a similar service provided by Verizon. I think both only work in the US, but I could be wrong. Can't speak for the rest of the world however.
As for buying in Canada, unlocking and working in Dubai, make sure the Dubai carrier is GSM and supports the BB with the BB dataplan. You will most likely have to play with a few settings to get it to work, but barring that, it should be fine.