Actually, while I was in Los Angeles last week, I heard the great Leo Laporte mention a great tip on his radio show: turn off the "Ask to join networks" feature in the WiFi settings. If you're like me, you almost always know when there's a WiFi network around that you can use on your iPhone, and so it's pointless (and a waste of battery life) for the iPhone to be constantly searching for one. You can always flip it back on if you do want to do a little poking around, but leaving it off will significantly help battery life.
In fact, when in extreme trouble, you can go even farther and just switch the whole thing into Airplane Mode. It'll make your phone useless, but when you really need it -- out on a trip, or waiting to make an important call -- the extra battery time might make all the difference.
[via Apple Enthusiast]