I'm in Ireland on Meteor and out of all the people I know with iPhones I'm the only one on the 4S and the only one without that 3G switch.
I live in an area with terrible 3G coverage and amazing EDGEservice.
The problem is I get 1 bar of 3G, which the phone says has no mobile internet or data. As a result it's useless.
When on EDGE I have full strength bars and I can get anything I want done.
Another problem as other have described is that when the phone has poor 3G is struggles to change to EDGE sometimes, as a result it get's stuck on Searching.... or jumps to No Service.
It will then stay on Searching... or No Service many times unless I restart the phone or reset the network settings.
I have found that turning off Carrier Automatic selection off does help a bit.
My biggest concerns is this lack of 3g on off switch. As a result, I can't make calls and when I do they usually drop after a minute or two.
My battery also drains amazingly fast when bouncing between EDGE and 3G.
I unplugged my phone an hour ago and it's already at 82% with only sending 5 iMessages, and 3 what'sapp messages.
I also have All location services and Siri turned off.
Many iPhone 4S users and myself would greatly appreciate it if Apple would add the 3G data switch to the 4S
Edit:: I nearly forgot. I also have this annoying issue when sending normal SMS's and MMS's where they'd fail with full EDGE signal, and then phone trying to jump back on that 1 bar 3G signal that's useless. I might send one or two texts only to have the signal die and jump to 3G or from that to EDGE mid message sending. It's extremely annoying.