Good GPS reception need a good antenna. Many phones (e.g. my BB 8830) use so called assisted GPS which reply on basestations and triangulation. So they don't work well in the air if at all.

Some phones (e.g. Nokia N95) are true GPS devices but they use a tiny antenna so reception is poor causing a long satellite lock even not moving on the ground.

True GPS devices use a large antenna about one inch square making an ugly phone or watch. I can get a good reception in the air with a Garmin etrex and Quest. Unless I got a fix on the ground first, even these GPS devices will take a while to get satellite lock once the plane is at cruising speed. Some GPS models (e.g. Garmin eTrex "H" versions) have higher sensitivity and can get a fix even away from windows.

In Northern Hemisphere, south facing windows have view of more satellites than north facing windows and can get a satellite lock easier.

Most true GPS devices can record and export a track even without maps loaded.