You are getting it from LocationManager::getLastKnownLocation()

LocationManager locationManager = (LocationManager) getSystemService(Context.LOCATION_SERVICE);
Location location = locationManager.getLastKnownLocation(LocationManager.GPS_PROVIDER);

Yogsma's answer addresses how to receive automatic updates. The link he references provides all you need, but here is the summarized version of how to do a manual update:

Assuming you've read the tutorials on how to make a button, then you simply need to add a listener for your button, and then have the listener call a function to query your location manager. The code below does it all inline to show you how, but I'd instantiate LocationManager somewhere else (eg your activity) and I'd create a separate method for the on click listener to call to perform the update.

// getLocationButton is the name of your button.  Not the best name, I know.
getLocationButton.setOnClickListener(new OnClickListener() {
    @Override
    public void onClick(View v) {
        // instantiate the location manager, note you will need to request permissions in your manifest
        LocationManager locationManager = (LocationManager) getSystemService(Context.LOCATION_SERVICE);
        // get the last know location from your location manager.
        Location location= locationManager.getLastKnownLocation(LocationManager.GPS_PROVIDER);
        // now get the lat/lon from the location and do something with it.
        nowDoSomethingWith(location.getLatitude(), location.getLongitude());
    }
});

Of course you will also need to register your activity with the location manager service in your manifest xml file:

<uses-permission android:name="android.permission.ACCESS_FINE_LOCATION" />

You can add listener on button click.

Button btnMyLocation = (Button) findViewById(R.id.btnMyLocation); 
CameraUpdate cameraUpdate = null;

btnMyLocation.setOnClickListener(new View.OnClickListener() {

            @Override
            public void onClick(View v) {
                // TODO Auto-generated method stub
                Location loc = map.getMyLocation();
                if (loc != null) {
                    LatLng latLng = new LatLng(loc.getLatitude(), loc
                            .getLongitude());
                    cameraUpdate = CameraUpdateFactory.newLatLngZoom(latLng, 17);
                    map.animateCamera(cameraUpdate);

                }

            }
        });

for GPS :

You require following permission in Manifest file

android.permission.ACCESS_FINE_LOCATION

and here is code :

final LocationManager manager = (LocationManager)context.getSystemService(Context.LOCATION_SERVICE );

  if ( !manager.isProviderEnabled( LocationManager.GPS_PROVIDER ) )
    Toast.makeText(context, "GPS is disable!", Toast.LENGTH_LONG).show(); 
  else
    Toast.makeText(context, "GPS is Enable!", Toast.LENGTH_LONG).show();

this is what i am doing in my case :

MyLocation class :

import android.app.ProgressDialog;
import android.content.Context;
import android.location.Location;
import android.location.LocationListener;
import android.location.LocationManager;
import android.os.AsyncTask;
import android.os.Bundle;
import android.os.Handler;
import android.os.Looper;

public class MyLocation {
   // Timer timer1;
    LocationManager lm;
    LocationResult locationResult;
    boolean gps_enabled=false;
    boolean network_enabled=false;
    AsyncTask<Context, Void, Void> mtask;

    public boolean getLocation(Context context, LocationResult result)
    {
        //I use LocationResult callback class to pass location value from MyLocation to user code.
        locationResult=result;
        if(lm==null)
            lm = (LocationManager) context.getSystemService(Context.LOCATION_SERVICE);

        //exceptions will be thrown if provider is not permitted.
        try{gps_enabled=lm.isProviderEnabled(LocationManager.GPS_PROVIDER);}catch(Exception ex){}
        try{network_enabled=lm.isProviderEnabled(LocationManager.NETWORK_PROVIDER);}catch(Exception ex){}

        //don't start listeners if no provider is enabled
        if(!gps_enabled && !network_enabled)
            return false;

        if(gps_enabled)
            lm.requestLocationUpdates(LocationManager.GPS_PROVIDER, 0, 0, locationListenerGps);
        if(network_enabled)
            lm.requestLocationUpdates(LocationManager.NETWORK_PROVIDER, 0, 0, locationListenerNetwork);
      //  timer1=new Timer();
       // timer1.schedule(new GetLastLocation(), 20000);
        mtask= new GetLastLocation().execute();
        return true;
    }

    LocationListener locationListenerGps = new LocationListener() {
        public void onLocationChanged(Location location) {
           // timer1.cancel();
             mtask.cancel(true);
            locationResult.gotLocation(location);
            lm.removeUpdates(this);
            lm.removeUpdates(locationListenerNetwork);
        }
        public void onProviderDisabled(String provider) {}
        public void onProviderEnabled(String provider) {}
        public void onStatusChanged(String provider, int status, Bundle extras) {}
    };

    LocationListener locationListenerNetwork = new LocationListener() {
        public void onLocationChanged(Location location) {
           mtask.cancel(true);
            locationResult.gotLocation(location);
            lm.removeUpdates(this);
            lm.removeUpdates(locationListenerGps);
        }
        public void onProviderDisabled(String provider) {}
        public void onProviderEnabled(String provider) {}
        public void onStatusChanged(String provider, int status, Bundle extras) {}
    };

    private Context mContext;
    public MyLocation(Context c) { this.mContext = c; }


    class GetLastLocation extends AsyncTask<Context, Void, Void>
    {

    ProgressDialog dialog = new ProgressDialog(mContext);

        protected void onPreExecute()
        {
           dialog.setMessage("Searching....");
           dialog.show();
        }

        protected Void doInBackground(Context... params)
        {
          Handler mHandler = new Handler(Looper.getMainLooper());



                       // ...
                       mHandler.post(new Runnable() {
                         public void run() {
                         lm.removeUpdates(locationListenerGps);
                         lm.removeUpdates(locationListenerNetwork);

                         Location net_loc=null, gps_loc=null;
                         if(gps_enabled)
                             gps_loc=lm.getLastKnownLocation(LocationManager.GPS_PROVIDER);
                         if(network_enabled)
                             net_loc=lm.getLastKnownLocation(LocationManager.NETWORK_PROVIDER);

                         //if there are both values use the latest one
                         if(gps_loc!=null && net_loc!=null){
                             if(gps_loc.getTime()>net_loc.getTime())
                                 locationResult.gotLocation(gps_loc);
                             else
                                 locationResult.gotLocation(net_loc);
                             return;
                         }

                         if(gps_loc!=null){
                             locationResult.gotLocation(gps_loc);
                             return;
                         }
                         if(net_loc!=null){
                             locationResult.gotLocation(net_loc);
                             return;
                         }
                         locationResult.gotLocation(null);
                    }
                       });
                       // ...


            return null;
        }

        protected void onPostExecute(final Void unused)
        {
            dialog.dismiss();
        }
    }





    public static abstract class LocationResult{
        public abstract void gotLocation(Location location);
    }
}

and the method for button click :

MyLocation myLocation = new MyLocation();
private void locationClick() {
myLocation.getLocation(this, locationResult));
}

public LocationResult locationResult = new LocationResult(){
@Override
public void gotLocation(final Location location){
    //Got the location!
    });
}
};

I have found this from an older post in stackoverflow when i was looking solution for the similar issue......

Since this question was posted, Google has updated the API. They have added an onMyLocationButtonClick() listener.

To add the listener:

//add location button click listener
map.setOnMyLocationButtonClickListener(new GoogleMap.OnMyLocationButtonClickListener(){
    @Override
    public boolean onMyLocationButtonClick()
    {
        //TODO: Any custom actions
        return false;
    }
});

Returning false will essentially call the super method. Returning true will not.

You can use this to get address corresponding to the latitude and longitude

Geocoder geocoder;
List<Address> address;
geocoder = new Geocoder(this, Locale.getDefault());

address = geocoder.getFromLocation(latitude, longitude, 1);

then use this

String city = address.get(0).getLocality();
String state = address.get(0).getAdminArea();

Create a GPS class that gets updated when the location is changed, kind of like this:

public class GPSData {
    private static double latitude;
    /**
     * @return the latitude
     */
    public static double getLatitude() {
        return latitude;
    }

    /**
     * @param latitude the latitude to set
     */
    public static void setLatitude(double l) {
        latitude = l;
    }

    private static double longitude;
    /**
     * @return the longitude
     */
    public static double getLongitude() {
        return longitude;
    }

    /**
     * @param d the longitude to set
     */
    public static void setLongitude(double d) {
        longitude = d;
    }
}


public static class MyLocationListener implements LocationListener {
    public void onLocationChanged(Location location) {
        setAccuracy(location.getAccuracy());
        setLongitude(location.getLongitude());
        setLatitude(location.getLatitude());
    }

    @Override
    public void onProviderDisabled(String provider) {

    }

    @Override
    public void onProviderEnabled(String provider) {

    }

    @Override
    public void onStatusChanged(String provider, int status, Bundle extras) {

    }
}   

Then when the user clicks the button access the values of that GPS class

map.setOnMyLocationButtonClickListener(new OnMyLocationButtonClickListener() {
                @Override
                public boolean onMyLocationButtonClick() {
                    Toast.makeText(
                            getActivity(),
                            "Example de Message for Android",
                            Toast.LENGTH_SHORT).show();
                    return true;
                }
            });

Implement GoogleApiClient.ConnectionCallbacks, GoogleApiClient.OnConnectionFailedListener, LocationListener

Add a GoogleApiClient in onCreate

mGoogleApiClient = new GoogleApiClient.Builder(this)
                .addApi(LocationServices.API)
                .addConnectionCallbacks(this)
                .addOnConnectionFailedListener(this)
                .build();

connect and disconnect the mGoogleApiClient from onStart and onStop

In onConnected:

mLocationRequest = LocationRequest.create();
mLocationRequest.setPriority(LocationRequest.PRIORITY_HIGH_ACCURACY);
mLocationRequest.setInterval(10); // Update location every second

LocationServices.FusedLocationApi.requestLocationUpdates(mGoogleApiClient, mLocationRequest, this);

In onLocationChanged, to get the output from the textview bind the view here:

txtOutput.setText(Double.toString(location.getLatitude()) + "\n"+Double.toString(location.getLongitude()));

This was a request and Google added it as a feature (in August 2013 I think). Now you can listen to clicks on the location button like this:

final Context context = this;
mMap.setOnMyLocationButtonClickListener(new GoogleMap.OnMyLocationButtonClickListener() {
    @Override
    public boolean onMyLocationButtonClick() {
        LocationManager mgr = (LocationManager) getSystemService(Context.LOCATION_SERVICE);
        if (!mgr.isProviderEnabled(LocationManager.GPS_PROVIDER)) {
            Toast.makeText(context, "GPS is disabled!", Toast.LENGTH_SHORT).show();
        }
        return false;
    }
});