While I wouldn't take a removable battery over slimmer/lighter design, I have to say my experience differs from yours.
I owned maybe a dozen phones between 1994 and 2008. They all had removable batteries and I never got anywhere near needing this feature.
The first ever phone I owned with a non-removable battery was the iPhone 3G, and it's also the only phone on which I've managed to run out of juice far away from any recharging opportunity.
The problem isn't that the battery stinks, the problem is that the power source is so ludicrously disproportionate to everything you can do with an iPhone. You check some mail, surf a little, make a couple of calls and texts, listen to music while playing a game on the train to work, pull up some Google maps, and whammo, the battery is 50% down before lunch. It's like owning an electric Humvee, one charge takes you about 30 miles, and only if you switch off the stereo, the headlights, the LCD screens and the GPS, otherwise you're screwed
after 3 miles.