I just added an extension that I needed and I think lacked on the Extension collection.
Basically is a port of the Net_GeoIP PEAR package (http://pear.php.net/package/Net_GeoIP/).
It serves as a proxy and comes ready to use as a Yii Component.
Hope it is useful for others as well.
Only tested it on Yii 1.1.3 but I believe it should work with prior 1.1 versions as well.
Suggestions, feedback and feature requests are welcome.