I have my phone (Droid X) connected to my home Wi-Fi network, but when I leave it can take applications (Google Maps, Rhapsody, etc) probably 10-15 minutes before they function normally without either doing nothing and/or giving data connection errors.
Something that may be telling (or meaningless) is that the little "3G" icon on the notification bar doesn't appear for a good long while.
Disabling the Wi-Fi on the phone after the fact doesn't seem to help, and the fastest method seems to be just power cycling the whole device. Is there some better/cleaner/faster way?