It turns out, the GPS stays on at all times and this is one of the reasons GPS programs like Live Search can get a fix on your location almost instantly. Shutting off this feature when not in use, will increase your battery life.
So how do you do it? Tap the cross-hairs icon at the top of your today screen to bring up the Location Privacy settings control panel. Switch the option to “911 Only” in order to shut off the constant GPS usage and increase your battery life. When the time comes that you want to use the GPS again, simply turn the “Location On” option back on.