Hi Neil,
Welcome to Laptop GPS World.
It will not be inexpensive if you wish to have good reception near tall buildings + long battery life + data logger. I'd look at something like Qstarz BT-Q1000X Bluetooth Data Logger GPS Receiver. It has a good sensitivity (MTK II chipset), battery will work for 42 hours straight, and it has a data loger function. Check out the specifications at the above link.
There are less expensive models, too, but they may be based on older (less sensitive) chipsets.