1. You using JuiceDefender™? From what I've seen today...I'm deleting from my OE until I can root the thing. It just eats battery. I've deleted it many times today and watched my CPU (on System Tuner Pro) drop from 1.0Ghz to something less. If I leave it enabled, it never drops below 1Ghz. But that is also if I have switched JD profiles (Balance to Agressive to Balanced, etc). But once uninstalled and battery pulled, the phone stops sucking juice like a ....
2. If not, pull the battery and see if that doesn't help. I've had runaway CPU use (and can't figure out what it is) that is solved with a battery pull. Shutting down is key. Just Shutting Down doesn't seem to "reset" the phone enough. ElGecko had something similar and he exchanged his phone and got a "better" one that doesn't have the problem. YMMV.
I've "seem" to have worked around my battery issues by enabling WiFi, GPS, Sync and the Display Icon on the Power widget. (And what DOES that Display button do ANYWAY????)
Using this config after a battery pull and restart, I'm holding steady without battery use going vertical downwards.
OTOH, don't wait too long before returning your device and getting another. I'm waiting one more day and if I can't get battery consumption under control...it's exchange time.
Best of luck.