About two weeks ago, on "Mango day", Microsoft quietly sneaked out a neat little app that's especially useful for those on limited 3G data plans. The app is simply called Cellular Data and all it does is create a Live Tile that directly links to your Data Settings page. This gives you a quick and easy shortcut for toggling your data on and off, instead of drilling down the Settings menu.
What makes it a Live Tile though is that it updates every 30 minutes with an on/off notification in the corner, letting you "glance and go" to see if your data is on or not, possibly racking up costly roaming data.
The app is free and certainly worth the install. Pick it up here in the Marketplace.