My battery usually lasts all day with no problem. I don't use the net a whole lot, but I use the hell out of my phone in every other way.. it gets used as an mp3 player for at least an hour a day, Iuse it for GPS regularly, and I play at least 2 hours of poker a day on it when I'm bored in meetings, etc.
you can buy a 1500 mah battery on ebay that's still the same size as the original battery... I wouldn't mess with an extended myself.. the phone's already thick enough.
Another suggestion, buy the charging stand for it, and a 2nd battery... Works great for busy days/overnight trips.