These quads do offer GPS capabilities such as return to home. The Naze32 ACRO is lacking a compass and therefore requires a GPS with a built in compass to operate properly.
The Naze32(non acro) has a compass built in and can use cheap ublox gps receivers. I will post a link to those once they are added to the store.
The Naze32’s return to home feature is in it’s initial development stage and is one that only works well on a well tuned quad, and it flies in a straight line to home, so if you have obstacles between you and your quad, chances are that it is not going to work very well.
There are other flight controllers such as the Pixhawk or DJI Naza that offer more navigation options such as point to point navigation from google maps, and completely autonomous flight. They will return to home on the exact path that they flew.
These flight controllers are typically used on larger quads and are not utilized often in the FPV stunt quad world.
If you are just starting to get your feet wet, I would learn how to be a good pilot and how to tune your quad first before you begin to rely on autonomous flight.