GPS - How to use and compatibility

Hi - I am upgrading my quadcopter with GPS to position hold and follow GPS coordinates. My primary question is, how is Arduino GPS module and NAZA GPS module? NAZA is expensive, so can I use Arduino GPS for my project?

secondly, if I use Arduino GPS and am able to receive GPS coordinates, would you know how I can use it to drive my Drone to follow those coordinates?

I know it is a loaded question, thanks for helping me out.

regards, marc