In response to numerous complaints about the lousy (non-existent) GPS performance on the Transformer Prime, Asus had these GPS Extension Kits (or GPS dongles as most people call them) made and sent out to registered owners.
A month after I registered for mine, it finally arrived. It uses the dock connector and latches on pretty securely. Looks a little odd, but I don't think it's overly intrusive. In any case, it proved to be pretty effective at improving GPS performance. I don't know if it completely replaces the existing GPS antenna or just augments it.
Haven't used it long enough to know how much impact there will be on battery life but I'm sure I'll find out over the next few days.
Since it attaches to the dock connector, it obviously can't be used with the keyboard dock and needs to be removed to plug in for charging. I consider these pretty minor inconveniences since I don't have the keyboard dock yet. Not really sure how much I'll even need to use the GPS on my Prime, but if it's there it might as well be usable.