This depends on your usage (and other variables like connection strength etc). For example: if you are often without Wi-Fi-connection, the phone will continuously look for a access point to connect to, thus using more power.
With my usage, i need both 3G and Wireless during a normal day. And my battery usage indicator tells me that both “Cell standby” and Wireless uses the same amount of power(31%). So it looks that i would be able to save some more battery if i turned off either 3G or wireless.
So the answer is: Check what`s using the most power on your phone(Settings -> About Phone -> Battery -> Battery use) and change your settings/preferences after that 🙂