If you download beautiful widgets, after adding a new widget on the homescreen, choose Beautiful widgets toggle --> 4g. When you go into application settings, you can download different skins for toggle buttons as well.
It is worth mentioning that it also has a rotate on and off switch. Very helpful in my opinion, especially when laying in bed and trying to do anything with the phone, it automatically rotates and that switch is a life-saver.

 

Sense launcher unfortunately. There's also other 4g widgets in the market. Don't know if switchpro has been updated yet. They have 4g for the evo, but that's about it.

 

Like Sajmonides said, Beautiful Widgets includes many toggle switch options, including a 4G toggle. There are also many different skins you can use for the toggles that you download through the BW app. I use Launcher Pro and this works quite well.