The biggest power use in terms of data is when the radio that transmits the data is transmitting. Your phone has three radios in it - GSM, WiFi, and Bluetooth. As a rule of thumb, GSM uses the most power when it's transmitting, followed by WiFi, followed by Bluetooth - although it does depend on the specific hardware being used.
However, WiFi will use the most over time... I'll explain below.
In terms of 3G, most of the time the GSM radio is not transmitting. Occasionally, the GSM network will connect to your phone to perform routine checks, such as making sure you're still connected to the mobile base station that gives you the best signal quality. If a call comes in, it'll be transmitting all the time during the call. If you send or receive a text it'll transmit for a few seconds then stop. Similarly with data, it'll transmit whenever it needs to upload stuff. The power use of 3G is hence somewhere between the normal standby of your phone (when no data is being sent), and the amount of power it uses while on a call (if you're uploading). Your phone will use more power with 3G (as opposed to just 2G) due to the extra processing involved in keeping two connections going - one for calls and one for data. If you use 2G only, you cannot make or receive a call while you're using data. Also, 3G can use multiple connections, which uses more power still.
With WiFi it's a little different. The connection is on all of the time. It's constantly transmitting even if no data is being sent. As such, even though the WiFi transmitter in your phone uses less power than the GSM transmitter, it uses more over time as it's constantly transmitting.
Having said all of that, I'm not familiar with the N1 or Android 2.1. On other phones, if WiFi is available it will not use 3G. Does the 3G symbol disappear when you connect to WiFi?