In order to study the relationship between human physical activity and the design of the built environment, it is important to measure the location of human movement accurately. In this study, we compared an inexpensive GPS receiver (Holux RCV-3000) and a frequently used Garmin Forerunner 35 smart watch, with a device that has been validated and recommended for physical activity research (Qstarz BT-Q1000XT). These instruments were placed on six geodetic points, which represented a range of different environments (e.g., residential, open space, park). The coordinates recorded by each device were compared with the known coordinates of the geodetic points. There were no differences in accuracy among the three devices when averaged across the six sites. However, the Garmin was more accurate in the city center and the Holux was more accurate in the park and housing estate areas compared to the other devices. We consider the location accuracy of the Holux and the Garmin to be comparable to that of the Qstarz. Therefore, we consider these devices to be suitable instruments for locating physical activity. Researchers must also consider other differences among these devices (such as battery life) when determining if they are suitable for their research studies.