Arduino UNO GPS module
1) Just break out the headers on the GPS module to make for connections to the UNO.

2) Add a SD expansion slot on top of the GPS Module and break out the pins for those as the required pins for those as well.

3) I am not sure what you are asking exactly, but it seems to me that you want to analyze the data real-time.  Get a network shield and make sure you can SSH into it through another computer.

Note: When I say "break out the pins", I am simply saying either solder on some extra headers, or wires.