Hmmm, this might be caused by multiple factors, at once.
One of them light be the modem working overtime, but another could be that the phones don't "sleep" properly.
For the modem, you could test the phone in "airplane mode" to see how quickly it is discharging. Then turn off airplane mode and test again. You could try updating the PRL and reprovisioning, which could improve things, as it had in my Mom's case.
If the phone doesn't sleep properly, it uses up a lot of power in constantly trying to go to sleep... you can test this by downloading and opening Terminal and then, while your phone is unplugged and in your hand, hit the power button, turning off the screen. Wait for one minute. Press power again, and when it wakes up, if the screen is full of messages from "powerd", about system going to sleep and waking up every few seconds, you can try an app called Nodoze can be run in the background that prevents this. Both can be found in Preware.
You could use Govnah, running in the background, to check for battery and CPU load, and correlate the graphs with actual usage...