With the new GPS receiver and 3G radio not to mention the applications from the AppStore, your iPhone 3G is bound to have a shorter battery life compared to the first gen iPhone.

Here are some tips to improve battery life

Disable 3G data radio

Go to Settings -> General -> Network -> Enable 3G and toggle “OFF”

You’ll be surfing at slower speeds than if you had the 3G radio enabled, but it’s still faster than the original iPhone running iPhone 1.1.4 OS.

Force-quit applications that may be running in the background

Try resetting the iPhone

Hold down the Power/Sleep button located along the top-edge of the iPhone until you see the “Slide to Power OFF” prompt. Switch the slider to the right and let the iPhone shutdown. Press the Power button to turn on the iPhone.