Idle data connections do not increase power consumption by very much. I have an open data connection (with email updates every 10-15 minutes) on my phone 24/7, and with moderate use, I only drain about 40% battery in a given day.
However, I have found if I keep my LCD on lowest brightness, it doesn't shut off the backlight correctly which drains the battery. Try running your backlight above minimum and see if that helps.
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