I don't know much about other smart phones - I know that on the IPhone if you put it on airplane mode it disables the GPS so it's not constantly trying to find its network. If you are at a place that has WiFi you can check your email, download apps and music, Skype - do all those things that you might normally do on the 3G network but its over WiFi...so no data costs or data roaming costs.

I'll go out on a limb here and say the Windows phones are set up in a similar fashion?