DataSwitch is a simple app that toggles mobile data (edge/2G/3G/4G) access. Small, terminates itself, not a widget and doesn't consume resources once it's done.
The app uses a direct method of turning data on/off instead of changing the APN settings and appears to be more effective on some phones like my Samsung Captivate (Galaxy S).
* Be aware that if you used another app that changes the APN to turn off data, you will need to use the same app to turn it back on.
* If you're currently connected via WiFi, it may detect the mobile data as disabled which means the app will always try to enable it.
* Seems to work for Honeycomb (emulator), but untested on a real device.