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This post is for those that may no longer want to use 3G as their primary data connection, and wish to use home Wi-Fi or occasional use of a Wi-Fi network at a local coffee shop. The following walk-through and screen shots above will help you on your way.
First, open the Settings application, and tap Wi-Fi. The Wi-Fi Networks screen appears, there you may turn the Wi-Fi slider to the On position. The iPhone will then look for Wi-Fi network connections that are available near your present location. These are listed and displayed in the Choose a Network… section of the Wi-Fi Networks screen. (In the screen shots above, I selected the “Clear Spot” network.)
After the network is selected enter your Password in the field provided. (If you bollocks up the password, a message will display, tap the Dismiss button and retry entry of the password) Tap the blue Join button when password entry is complete. A successful password entry means you have joined the network and a blue tick mark (check mark) will be aside your network name in the Choose a Network… section. You are now using Wi-Fi and may click the Home button to exit Settings.
Finally, if you wish to view your current Wi-Fi network, return to Settings and the name will display on the first screen next to Wi-Fi.