I get requests when an application wants to make use of my location in iOS. Android has permissions requests beyond this, but I'm fairly confident iOS has at least the one.
You can opt out of iAds location stuff though, head to: http://oo.apple.com/
And I will say the new location settings in iOS 4 that let you quickly see what is requesting (and recently used) your location are nice.
It's a pretty decent opt-out method, but it only works because something hardcoded in the iOS version of Safari sends the UDID as a X-Header in the HTTP request headers -- specifically to the oo.apple.com domain (and a handful of others, all owned by Apple.)
If any other company wants to offer a systemwide opt-out for its iOS software, it's a lot more difficult.