Two things:
1) If you are a medium-heavy user of 3G/wi-fi internet browsing and things of the sort you can pretty much expect to have to charge each night.
2) If the phone is new it really helps to put that first full charge cycle on it to get the battery fully "calibrated." Charge it all the way up and then leave it on charge for a while, maybe an hour or two. Then take it off charge and start using it until it dies (you'll see a screen with a kind of "please charge" symbol). Make sure its all the way dead and then charge it up fully again. That will help you get the battery up to full capacity. When the phone first came out the battery life seemed awful, but after the first day or so when people figured out to do this it was more than tolerable.
Good luck!