I used to think that if an abbreviation can be pronounced as a regular word, it goes without an article ('NATO', as an example). Similarly, if it's just a sequence of unpronounceable letters, it goes with an article ('the EU', 'the IMF', etc.). However, I noticed that 'GDP' usually does not follow this rule. So what the rule is? Please don't tell me there's no rule. If it's really so, then tell me what the convention is. I don't fancy googling every abbreviation.
EDIT: I replaced 'acronym' with 'abbreviation'. It seems I picked the wrong term.