GPRMC works
Sentence Example
$GPRMC,040302.663,A,3939.7,N,10506.6,W,0.27,358.86,200804,,*1A
GPS devices are able to calculate the current date and time using GPS satellites (and not the computer's own clock, making it useful for synchronization). This word stores the current time, in UTC, in a compressed form "HHMMSS.XXX," where HH represents hours, MM represents minutes, SS represents seconds, and XXX represents milliseconds. The above value represents 04:03:02.663 AM UTC.
http://www.codepedia.com/1/The+GPRMC+Sentence
GPZDA
Date & Time
UTC, day, month, year, and local time zone.
$--ZDA,hhmmss.ss,xx,xx,xxxx,xx,xx
hhmmss.ss = UTC
xx = Day, 01 to 31
xx = Month, 01 to 12
xxxx = Year
xx = Local zone description, 00 to +/- 13 hours
xx = Local zone minutes description (same sign as hours)
$GPGGA: Global Positioning System Fix Data
$GPGSV: GPS satellites in view
$GPGSA: GPS DOP and active satellites
$GPRMC: Recommended minimum specific GPS/Transit data
http://playground.arduino.cc/Tutorials/GPS