The following guide is mostly targeting those that just got themselves an Android smartphone and didn't have time to experiment with the operating system. Either you have an Android 2.2, 2.1 or even an older 1.6 Android smartphone, you will be able to disable your mobile data connection by following this simple guide.
The first thing you need to know is the fact that keeping Data synchronization enabled in the background will not only suck your battery dry really fast, but it will also “enhance” your bill a lot.
That's why I suggest you either use only the Wi-Fi connection if you have an Android 2.1 or 2.2 device or you completely disable mobile data connection while you're not near a Wi-Fi hotspot that you are certain that you can access.
The first method and the most simple is to delete all the APNs that you have set. You can find them in Settings / Wireless & Networks / Mobile Networks / Access Points. Select the APN you wish to delete and click the Menu button to bring up the options sub-menu and choose Delete.
While the above method is the safest, I wouldn't recommend doing it 'cause it will require you to fill set the APN every time you want to log on the Internet without an Wi-Fi connection.
Another interesting method to disable mobile data connection without going into the phone's settings is to dial *#*#4636#*#*, go to Phone Information and click Disable Data Connection.
You can also disable data connection using a third-party application that you can download from the Android Market.
There are plenty of apps that can do that, but two have already been tested and are working fine: APNdroid and Quick Settings. Both are free and easy to install even for a new user.