I personally have found that if I leave my connection on, I seem to get better battery usage. Maybe because it uses a lot of power to conenct up each time I go online or check emails (even though I have this as set to manual)?
I can still only get a day out of it before its dead anyway! A bit less if 3g connection is off and I keep switching it on. Maybe I am just in a good 3g coverage area so its not flicking between 2/3g all the time too?