Tweak your settings! Are you using push email if so turn it off and switch to fetch? Also limit the number of local push notifications you have going on. Turn of Ask to Join Networks, because it is constantly looking for a wifi connection. Keep your brightness a little below default. Turn off Wifi when in areas where it isn't available and/or turn off cellular data when using Wifi only. Turn of Vibrate, so that you phone isn't using the vibrator all the time. That about it!
I had a 3GS before I got my iPhone 4. Once I made these changes even after upgrading to iOS4 I got really decent battery life. My son has my phone now and he is happy with the battery life.