Do you have push email and facebook etc still on? If so that's brilliant, if not that ruins the point of the phones
I have 2 push accounts, Facebook, twitter and whatsapp.
It enables data on a schedule - anything from 5 mins to an hour and also enables it when the screen is on. To be honest I leave it turned on at work as it really saves the juice for later on in the evening when the phone is really being used.
As above, I have Yahoo Mail, Twitter and FB as push accounts when the screen is on or it's on AC power, but I've set up Juice Defender to allow data connections whilst the screen is off only once every 30 minutes.
So I guess that's much less drain than having fully-functioning push account whilst the phone is asleep. You can always change the interval it allows data connections if you like, to as frequently as every 5 minutes, I believe (though of course, you'd see a fair bit more batter drain).
For me this is the perfect balance - half-hourly checks for mail/networking accounts and extremely durable battery life to the extent I don't actually worry about it. Even if I somehow forget to charge it one evening, it can manage the next day at work if I keep use to a minimum. To me this gives the phone more functionality than having push accounts set up and pushing all the time. YMMV, of course.
Also, if you set up wireless network training, it won't turn on wifi when you turn the phone on unless you're in range of one of your commonly-used networks. This really cuts down on power usage if you turn the phone on to check emails on the train, for instance.
Edit: oh, I think it's also possible to delay data connectivity coming on when you wake the phone if you like. So you could check your calendar, or saved SMS msgs or some other taks that doesn't need a connection without draining unnecessary power. You can put a quick enable widget on your homescreen to over-ride this too, but all in all this is a faff too far for me.