The technical side of geocaching is relatively easy, and mostly involves inputting the location from the Geocaching.com website into your device. With a very basic GPS, you can simply feed in the coordinates in the format it supports. You can also save LOC waypoint files from the Geocaching website and import them, or send them to certain GPS devices and phones directly.
However, some devices make life even easier, with specific software aimed at the pastime. Groundspeak, the company that runs Geocaching.com has created a Geocaching app for the iPhone, which is rather unsurprisingly called 'Geocaching'. There's a free Intro version which merely finds the three geocaches nearest to your current location, whilst the premium version costs £5.99 and gives you logging facilities and other sophisticated functions. Alternatively, there's GBHomeTech's Geocaching with Geosphere, which offers similar capabilities for £4.99. All are available from the iPhone app store.
Other mobile phone platforms require different software. For example, there's Trimble's Geocache Navigator for a wide variety of Nokia handsets, some of which may already have an ad-supported version pre-installed. Otherwise, the app can be downloaded from the Ovi Store, although at $29.99 it's quite pricey compared to the iPhone equivalents. Android phones have a variety of options, with one of the most popular being the Open Source GeoBeagle, available from Android Application Market. Windows Mobile users also have a number of options, with one of the most popular being Woodpecker Software's GeoScout, a shareware app costing £20. However, both of these require the user to download geocaches from the Geoaching.com website as LOC or GPX files and import them manually.
A hiking GPS shouldn't require a specific app, but some now have Geocaching support built in directly. In particular, the latest Garmin devices, such as the Dakota 20 and Oregon 550t directly support Geocaching. You can browse and download geocache locations to your device using the MyGarmin web interface, without even needing an account with the Geocaching.com website. These can then be accessed using the Geocaching menu option on the GPS.