I can say conclusively, the iPhone stays on Wifi when sleeping. How do I know this?... I am running my own mail and chat server, and I see it in the server imap logs as well as chat sessions that are maintained on Wifi addresses long after the phone has gone to sleep (like overnight). When the phone leaves my house, the log flips over to an AT&T address. But as long as the phone is in my house, the IP attached to the server is the Wifi IP address of the phone (actually three of them, in my case).