I got my 4S (32GB, black, on T-Mobile Germany) tuesday and I am experiencing battery drain issuses since day one.
At first I did a restore from my old 3GS iTunes backup (as you would) and the 4S was draining 4-6% per hour, i found it begging for a charge the next morning. I tried then essentially everything mentionend in this thread, first starting do disable selected features of the phone in the hope to find the culprit - to no success. I then did a restore to factory settings and bit by bit adding my apps and settings by hand, monitoring the pover consumption for a few hours after each step.
I was down to about 1% to 1.5% per hour and it stayed that way.
At that stage I was confident I had the problem solvend and a few full charge/discharge cycles would improve things further. I ran the phone down yesterday till it switched off and did a recharge (on mains), making sure to leave the phone on the charger for a couple of hours after it reached 100%.
Since then, it is eating 3% per hour, just sitting on the desk, overnight with zero interaction from me (i was asleep) and still all non essential things disabled.
Whats more - I made sure that I terminated all Background Apps before I took the phone off the charger (I even checked this with an "Activity Monitor" App (I did not forget to kill this App as well after checking)).
Observations I made when I examined the phone this a.m.:
Despite me not having used the phone, the Usage time was up to 9 hours, standby time was 12 hours - very suspicious.
Also, under Settings->General.>Info->Diagnose & Usage->Diagnose&Usagedata (this is translated from german, so the naming of these Menu Items might differ on your phone) I found lots of crash reports from a process "awdd" wich I would suspect being associated with WiFi somehow...
Just for the statistics: I had the SIM-PIN Problem as well, despite having installed a brand new SIM in the phone, I had to disable the SIM-PIN to stop the phone losing connection all the time.
BTW: I rang the Apple Support as well, they clamied to have no knowledge of problems and had no further recommendations.