You can leave ask to join on. If you don't take the phone out and wake it from sleep it won't join wi-fi networks or even ask you about joining them. The "ask to join network" question comes up when you hit the home button, slide unlock, and then it searches to find a new network and ask you about joining it. It won't even be looking while it's sleeping. If you have it check your mail automatically it will use what it knows. Either an already known network for wifi, 3G or Edge depending on what's available where your at. It's smarter than your think. I leave wi-fi on all day and check my mail every 15 minutes. I have never had to charge the battery during the day, with my iPhone or my iPhone 3G.
Let's say your driving around town and you've got the wi-fi on and it's time to check the mail. Assume you have it setup to check every 15 minutes. The phone while sleeping, checks for a known network. Let's assume it doesn't find one, it will then just automatically use 3G to check your mail without you doing anything. If you have mail it gives you the signal and keeps on sleeping. This really take very little power.