HTC's Desire and other new HTC mobiles with the Sense UI, have built-in widgets for controlling power usage, like turning on and off Wireless or Bluetooth.
One of these widgets are called Powercontrol. When this is added you may with a single touch turn on and off various powerhungry hardware elements.
These are WiFi, Bluetooth, GPS, Auto synchronisation and Screen light.
But, I was wondering how to turn on and off Mobile network. And I realized that is was also possible fairly easy, but still not with a single touch.
Hold down the power button, until the powermenu appear. In this menu you have the option of turning on and off mobile networking.