If decent WiFi is available, that. Otherwise; 3G or EDGE.
I don't know who in their right mind wouldn't, better battery life, faster data, etc.
honestly, been reading alot on the subject and ALOT if not everyone who has talked about it said that wifi ate more power then 3g...
i havent tested it myself as yet, but will....gotta rejailbreak my phone after a reset for testing.