Hi there, not sure if this'll help, but here's how I manage my 3g and Wifi connections:
3g - there is an HTC widget that you can put on your homescreen - hold down a blank area on your homescreen, select Widgets then Browse all HTC widgets. The one I use is number 55 Settings - Mobile Network. It's a 1x1 on/off switch for my 3g connection.
Wi-fi, bluetooth, gps, sync and brightness.
I use another widget, i'm not 100% sure whether this was on my phone as standard, but I think it was:
hold down a blank area on your home screen (you'll need a 1x4 space) and select Widget, browse down the list to Power Control (mine says Android underneath).
It looks like there are a few other widgets available from the Market some called OnOff look quite nice, but I have not used them.
Hope that helps you keep your data in check.
Grim.