A sobering post from Rory Cellan Jones on the BBC website.
http://www.bbc.co.uk/blogs/thereporters/rorycellanjones/2010/11/iphone_cracking_wifi.html

I confess that I do leave my wifi on when outside the house but am careful(ish) about which public networks I connect to. The other day, rather alarmingly, I did notice that I was connected to one – no idea which/whose – without deliberately doing so. I will have to check settings to see if I can stop that happening.