I have an iPhone 4 (white 16GB from July) and I have never had this problem- even when trying to force it to happen by intentionally "death gripping". I won't say that no one has had the problem, but no one is going to tell me that every iPhone 4 is effected because I have mine in my hand right now and it does not happen - even with the "death grip".
This is because:
1. You are in a strong signal area
2. You have unusually non-conductive skin
3. Possibly both 1 + 2