I've recently written an app, GPS Find, that can be used for geocaching and other GPS based outdoor activities. It has a wind rose style compass, waypoint management, and a import function that understands .kml, .gpx and .loc files.
Its up at AppWorld, Mobihand/Crackberry, and my own site:
GPS Find @ AppWorld
GPS Find @ MobiHand
GPS Find @ Tworoads