Never faced this issue - I am on GDR2+Amber on Nokia Lumia 810. It is always on wifi. Datasense says I have used 11 mb cellular data since the 15th of this month!
People don't reaslise this but the router one uses makes a HUGE difference as to how the device performs when connected to it. I have a 3 year old linksys router that works just fine with all of our devices. but an older Dlink that does not like some 'droid devices