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Sounds like you're having the same problem I'm having. I always thought it was just my phone, but I found this article on Lifehacker. The author suggests three ways to solve or diminish the problem:
1. Make sure you're using Android's Assisted GPS feature.
2. Reset your assisted GPS data
3. Flash a custom ROM or radio
I don't even know what No. 3 means, but the Lifehacker article has all the details and how-to's if you're interested.