The iPhone 3G has been in customer hands since last Friday. You might already get frustrated by the short battery life of the iPhone 3G, but do not fret Apple has published a "few commonsense pointers" to extend the iPhone 3G battery life.
Apple recommends switching off 3G, especially when 3G coverage is spotty. To disable 3G, from the Home screen choose Settings > General > Network and set Enable 3G to Off.
You should also minimize use of location services (GPS), fetch new data less frequently, turn off push email, auto-check fewer email accounts, Minimize use of third-party applications, turn off Wi-Fi, turn off Bluetooth, adjust brightness of the screen, and turn off EQ to extend the battery life of the iPhone 3G.
After you have switched off everything, you could also just use a plain Nokia GSM phone instead.

More details on the Apple site. Via InformationWeek.