I had this same issue but was able to resolve it. I have a Linksys router and I did two key changes recently that seemed to have resolved the issue. My Droid Inc constantly stays connected even when in sleep mode now.

1) I changed the router setting to only broadcast in G mode instead of the B/G combination
2) I upgraded the firmware for my router (it was about 3 years old, should have stayed on top of that)

I can't say for sure if it was both changes or just the firmware update, but I suspect it was the firmware after I read through some of the updates it included. You may want to try both of these changes if you can to see if it works for you.

 

did you hit menu when in wifi settings, and go to advanced, and change the sleep policy to never?