How do I stop my iPhone camera automatically recording my location when I take photos?
Actually you’re already on the right track, as you also do this within your iPhone’s Privacy settings. More specifically:


Go to Settings > Privacy > Location Services
To the right of each app that is listed you’ll see an indication of when it accesses your location
Now tap on any of the apps you’d like to change the location settings of (Hint: you can also select the default Camera app to change its settings)
Exit Settings


Any photos/videos you now take with an app that you've chosen to 'Never' allow access to your location, will not be able to record your location.