When you have your N9 on power saving, it turns off wifi/3g when not needed. You can also set all connections to manually selected instead of automatically used and disconnect after you are done. The phone won't connect again automatically. (however if an app that requires connection is open it will annoy the hell out of you with a modal connection popup)

Also it might be possible that the auto-disconnect program for N900 can be adapted for N9.

The thing you will certainly not find (coming from Symbian) is to be able to choose different access point for each app, and set autoconnection settings per app.

Edit: there are some apps that allow quick toggling of connections from status bar or menu, you may find them useful.