This question has been asked to death. It's the same on the D2 as it was on the X as it was on the Incredible, D1, and every other smart phone ever made. The answers can be confusing because everyone has an opinion, but you can answer it yourself with this simple thought exercise:
Which radio has to broadcast a further distance to reach the antenna it's trying to reach? My WiFi radio, which has to go maybe 50 feet? Or the 3G antenna that might have to reach miles.
Surprisingly to many, WIFI uses less power so leave the setting ON all the time--I do.
That being said, some factors can make that statement incorrect. How good is your 3G signal, how good is your wifi signal? In the end, try it both ways and decide what's best for you. My battery life suffers when I leave WIFI off.