I assume you mean you get less bars when on the edge network. Its normal if you don't have any edge towers close to you but have better 3G network coverage.
For me, I see a higher bar count when on the 3G as opposed to EDGE where I work. At home, its about the same.
Always go with 3G if you have it. It doesn't drain the battery that bad. That's like saying I have a Hayes TurboModem at 300/400/1200 baud and a Cox Cable modem. Which would I go with?