You should turn it off if you don't have a data plan. I'm not sure if it's the same in the US, but in the UK 3G can take up to £1 of credit a day if you're using it, and less if it's only background updates (like emails or Facebook updates).
On the other hand, in the UK you can get a 6 month unlimited data plan for £20 (on PAYG). I did that for my iPad.