I've heard the same thing about 3g draining more than WiFi.
When I have my WiFi on, and phone goes to standby, when I turn it back on I notice the 3G is back up. Then after several seconds the 3G goes off and the WiFi comes back on. It is like when it goes to standby, it automatically disconnects WiFi and starts 3G back up.
The stock "Power Control" widget doesn't have a "3G On/Off" button. I'll have to look if there is an app for it that maybe keeps it off.