Ok willowave, going back to the sleep policy. It is ideal to have your phone set to never sleep, on my captivate I can still turn wifi on or off even with the sleep policy to never sleep.
And yes mstarbear if you have your wifi to never sleep and u are around wifi you want to use wifi instead of 3g. This is because of two reasons 1, your phone does drain a lot of battery if it is constantly seaching for 3g and 2, when u use wifi your data usage isn't being used. So u can save your data usage for when u really need it. You may also want to check the market for an app killer. For whatever reason apps will start running even if you didn't open them and this will drain your battery as well and lag your phone. It's like having a bunch of windows open on your computer. I use advanced app killer it's free and it works great on my captivate. There are other app killers as well some come with an uninstall tool some you can pay for. I don't like to use the uninstall one's because I don't want to uninstall an app by mistake. Besides my settings has that ability anyway.