This is my thought. I always turn it off when I'm at work as I have no 3G signal there. I'm certain it wastes power looking for it all day, so tell it not to look.
Same thing with Wi-Fi. I only turn it on when I know there's a network there to use.
Wirelessly posted (iPhone: Mozilla/5.0 (iPhone; U; CPU iPhone OS 2_0_1 like Mac OS X; en-us) AppleWebKit/525.18.1 (KHTML, like Gecko) Version/3.1.1 Mobile/5B108 Safari/525.20)
But I use whatever's faster. I didn't spend money on this phone to sit around and wait. I'll use the fastest connection available and enjoy life.
I only worry about this kind of thing if I'm going to be out side all day. And in that case, there's probably no wi-fi to choose from anyway.
If there's wi-fi, there's probably a plug somewhere. The phone charges halfway in about 30 minutes. I get through most of the day and then charge the hour before I go out.