I don't recall who makes the nexus s... I think HTC. But, 2.2 and higher has a way to turn off 'mobile data', which shuts down the antenna, but leaves everything else (wifi, gps, bluetooth) on. The other option is to put your phone into 'airplane' mode, which shuts all of your radios off.
I know with Touchwhiz, the mobile data is on the drop down menu in notifications. and airplane is (if it's not in notifications, or by holding down the power button) in settings> wireless networks. There are also widgets that will do the same thing on market.