Update:
When I tried with the iOS 9 SDK the user annotation is no longer removed. You can simply use
mapView.removeAnnotations(mapView.annotations)
Historical answer (for apps that run on iOS before iOS 9):
Try this:
NSMutableArray * annotationsToRemove = [ mapView.annotations mutableCopy ] ;
[ annotationsToRemove removeObject:mapView.userLocation ] ;
[ mapView removeAnnotations:annotationsToRemove ] ;
EDIT: Swift version
let annotationsToRemove = mapView.annotations.filter { $0 !== mapView.userLocation }
mapView.removeAnnotations( annotationsToRemove )