I was wrong, you are right, there is not a 'never connect' option - I have mine set to connect automatically to wlan connections, but as i have it set to never search under general and idle timeout to 10 minutes, it never tries to connect to a network automatically. It used to before the timeout (which I did for battery saving, which worked).
That said I do have a tomtom, the performance is much better, especially the time to pick up a signal which is near enough to instant. The performance of the internal GPS makes it more like a novelty item, and the price of an external GPS and the wayfinder maps puts it higher than many standalone GPSs (in fact just the price of wayfinder).

Having said that, had I already paid for the wayfinder service I may be tempted to fiddle with the settings a bit more.