Wi-Fi On or Off?

Traditionally I've read all over the place that turning Wi-Fi off when not in use is better for that battery but as of late, even here on The Verge Forums I've found people supporting the idea that it is better just to keep Wi-Fi running all the time rather then turning it on and off. I've been testing this for about a week now and have seen virtually no difference in my battery life. So I guess I just want to know what everyone's experience has been with this.