For Android 1.6+ If your battery isn't lasting as long as you think it should (does it really ever?), there could be a rogue process or application sucking down more juice than it should. And keeping an eye on what's hitting the battery is pretty simple.
Just go to Settings>About phone>Battery use and you'll get an easy-to-read chart showing what's been going on since your phone was last plugged in. Chances are the display (as in the phone's screen) will be near the top of the list, so turning down the brightness might be one of the first things you try.