Proper turn by turn GPS navigation apps are few and far between on Windows Phone 7, but are commonly made available by carriers however.
Until recently French Windows phone 7 users have not been as lucky, but SFR has just released SFR GPS, a turn by turn solution in the SFR marketplace which costs 2.5 Euro per month or 30 Euro per year.
Like most carrier solutions maps are not stored locally, but downloaded over the data connection.
Of course what we really need is the GPS giants like TomTom and Garmin to jump in, but until then these solutions will have to do.
Read more at WPF here.