I use this one:

LocationManager.requestLocationUpdates(String provider, long minTime, float minDistance, LocationListener listener)

For example, using a 1s interval:

locationManager.requestLocationUpdates(LocationManager.GPS_PROVIDER,1000,0,this);

the time is in milliseconds, the distance is in meters.

This automatically calls:

public void onLocationChanged(Location location) {
    //Code here, location.getAccuracy(), location.getLongitude() etc...
}

I also had these included in the script but didnt actually use them:

public void onStatusChanged(String provider, int status, Bundle extras) {}
public void onProviderEnabled(String provider) {}
public void onProviderDisabled(String provider) {}

In short:

public class GPSClass implements LocationListener {

    public void onLocationChanged(Location location) {
        // Called when a new location is found by the network location provider.
        Log.i("Message: ","Location changed, " + location.getAccuracy() + " , " + location.getLatitude()+ "," + location.getLongitude());
    }

    public void onStatusChanged(String provider, int status, Bundle extras) {}
    public void onProviderEnabled(String provider) {}
    public void onProviderDisabled(String provider) {}

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        locationManager = (LocationManager)getSystemService(Context.LOCATION_SERVICE);
        locationManager.requestLocationUpdates(LocationManager.GPS_PROVIDER,1000,0,this);
    }
}

Don't store Location class in shared preferences In my case this was the problem