The internet connection powering a wifi network is usually faster than the connection that you could get on 3G. According to Apple, you get much better battery life on wifi (they quote internet use on 3G and wifi as 5 hours and 9 hours respectively)
There are also a few specific limitations to what you are allowed to do over 3G. For example, you can't download app updates over 20MB on 3G I know for sure. Also, some apps have to be on the same local network as other devices to work. Ex: Apple Remote, Logitech Touchmouse.
If you have a home wifi with a faster internet connection than the 3G, I can't imagine why you wouldn't use it. I have logged onto wifi connections that were slower than the 3G I could get. Pretty rare.