If you want to use UniProt, you can use the "Retrieve/ID mapping" service to upload your list of identifiers (or gene names): http://www.uniprot.org/uploadlists
Select the appropriate value under "From:" (e.g. HGNC, Gene names, RefSeq), and choose to map to UniProtKB.
Once you have your result, you can use the "Columns" button to customize your output, and in particular to add a column for subcellular location (and optionally remove other columns). These customized results can then be downloaded in tab-delimited format. See also http://www.uniprot.org/help/customize
Please don't hesitate to contact the UniProt helpdesk if you have additional questions.