I'd like that too. To be precise i'd like a staged connection, meaning i'm always connected to 2g network for im/mail, if i open an app which needs more bandwidth (browser, netradio, etc...) it first looks for known wifi and if none available connects via 3g. After i close the app it should automaticall switch back to 2g.
That's kinda how i do it now manually to get the most out of the battery and am still online most of the time, but that's kinda invonvenient.