Like some of you, my N8 also always connects to 3G/GSM (depending on what mode I set to, dual band or GSM only).
While it doesn't download anything (check the up/down counter in Connection Status) it gets annoying.
I have no widgets or push email that needs to connect, so still puzzled why it's always connected.
Thankfully battery life so far hasn't suffered from it. Charged till full last night (around midnight) and it's still at full bars now.
I did some calls, many sms, some web browsing, camera, and downloaded whatsapp and it's still full bar.
Whatsapp is pretty cool. One year of free sms via data/packet network. For those with unlimted data plans, it's another option for texting and chatting.
Another power saving tip: When you are idling/going off to bed, tap the battery icon and activate power saving mode.