I had that same question on my mind after Ziostilon posted that question on HowardForums. Fellow HoFo member jessi3k3 showed that WiFi consumes a little more energy than EDGE. Another HoFo member, RogerPodacter, brought up some good points to suggest that WiFi should consume less power than 3G because the cell towers are further away and it'd require more energy to move the same amount of data in longer distances. But an argument against that is WiFi was developed without mobile devices in mind so power consumption wasn't of the highest concern which is why Bluetooth was developed and that 3G is designed with mobile devices in mind so it should be optimized for limited power consumption.
So we ran Nokia Internet Radio at 128kbps and used Nokia Energy Profiler just to see for ourselves what really consumed more power...
802.11G with WPA-PSK (WiFi):
From my test with Nokia Energy Profiler, it shows that 3G does consume more power than WiFi in streaming the 128kbps.
This is how I tested (so you can try it too):
I'm using the same Nokia E71-2 running firmware 100.07.76 for all the tests. I used a Linksys WRT54G with 802.11G WPA-PSK. According to this map of AT&T's 3G network from this summer, I'm in the blue area so I have strong 3G support. I wish I knew where the tower is so I could write a better post.
Nokia Energy Profiler 1.1 (1-May-08)
Nokia Internet Radio 1.06 (or get it through Download! on your device)
Screenshot for Symbian OS (S60) 3.01 (just to take those pretty screenshots)
1. Open Energy Profiler
2. Turn on Internet Radio
3. Options > Settings
4. Set access point (if you change this value, you need to restart Internet Radio for the change to take effect)
5. Set all the bitrate to Best Quality (128kbps)
6. Choose a radio station and wait for it to finish buffering
7. Go to Energy Profiler and click Options > Start
I alternated tests between WiFi and 3G (which is why the screenshots go from Test 1, 3, 2, 4) to rule out the case that earlier runs might produce more favorable results than later tests and tested each connection more than once because one test is never enough.
This test really changed my perception that WiFi is a power hog. Even with the burden of WPA-PSK, WiFi consumed less power for me. HoFo member oddsocks gives a pretty good explanation on why 3G consumes just by the specs. I guess this explains why Steve Jobs of Apple added WiFi to the iPhone and complained about 3G chipsets not being ready for mobile devices.