That being said, I can totally understand why you might not want to add third party code to your site.

In that case, I think the best route is to take the html and add it to your site yourself. You can actually even host the js locally if you want. The call to our geoip server just returns json, so shouldn't be a threat: http://geoip.taskforce.is/

But if you want to host that part as well, it's open source too: https://github.com/tfrce/node-geoip-web

True, and this is why I am not hosting at AWS, and why I don't use third party javascript. (I have a few remnant adwords js blocks in some of my pages, but I am taking them out when I come across them.)