Do you have mobile data enabled?
Do you have the correct APN settings for your provider?
For LauncherPro, you can try tweaking the Memory Usage Settings:
Advanced Settings >> Memory Usage Settings >> Memory usage preset >> Light/Low/Very Low
Try deleting/changing the APN?
Not sure if it will help, but you can try installing apps from Android Commander (I can't post a link but use a search engine). It's a Windows program that basically acts like ADB with a GUI with other helpful functions.
Search for the PowerTutor app in Android Market. It measures power usage from CPU, LCD, WiFi, etc. (Sorry can't post the link directly.)
Here's my power usage at varying LCD brightness: