I've tried every 3rd party tool for this. NONE work. Extended controls, SwitchPro, BWidget, etc. And there's not a true "Turn Data Off" option in the settings you mentioned, or anywhere else for that matter.
Let's dig into this...others report any findings?
Satisfying My Android Addiction With:** Motorola Photon ** HTC Evo 4G - NookColor
Former Stuffs Galaxy Tab 7 / Dell Streak 7 / AWS Dell Streak 5 / Archos 7 / Viewsonic GTab / iPad / HTC EVO 3D / Kyocera Echo / HTC Sensation / HTC HD2 / Samsung Vibrant x2 / Evo 4G