There have been rumors that the NSA can enable your phone speaker even when it's off, as long as the battery is in it. Personally, I think that's an Orwellian view of technology and just a bit over-paranoid.
With the right equipment, all cell phones can be tracked via some very hi-tech and expensive triangulation equipment, but it involves either specialized vehicles (several of them at once) or maybe satellites. This applies to ANY cell phone, not just BlackBerrys. The BlackBerry is no more trackable than your Nokia or Motorola.
Some BlackBerrys, like my Tour, have a GPS system that transmits your location, primarily for 911 calls and emergency services purposes. You can, however, disable this with a couple of keystrokes.
Now, having professed my views that you're not being constantly tracked via your BlackBerry, let me repeat my mantra:
Just because you're paranoid, it doesn't mean people are NOT out to get you.