Well I had to learn the hardway, so I took my risk and bought the HTC Ozone on ebay (not unlock, it's a Verizon phone and I have Verizon). Yes the phone has a way to turn the data tranfer off, however if by accident you open internet explorer or any other application in the phone is set to download data automatically like the weather application, email account or the RSS, it will ignore that data transfer is off and connect anyways and get the information.
I heard there was an application that would stop that from happening, I went and got it (Google: HTC Ozone no data nodata.zip), when I tried to transfer it to my phone by email or by the usb it wouldn't install, the phone would detect it as dangerous and deny access or execution of the file.
I don't know about other carrier since I had Verizon before they were Verizon (Airtouch) but with Verizon you can go online and change your plan features and I saw the option of Canceling the Data plan, but the system knows what phone you are using so if you have a dumb phone (my wife does) you can cancel the plan, but with smart phones it doesn't let you.
There is no easy way out. From my conclusions there is a possible theory, not proven by me, but it's another rumor out there like the nodata.zip file I got. I read that if you buy an unlock phone you can get away with it, but the unlock phone has to come from other carrier so that the system will not be able to trace your HEX number, it gets your HEX number, but since the phone is from another carrier it doesn't detect what kind of phone it is so you can get away with the Data Plan and the phone is treated like a dumb phone.
Now that I have the HTC Ozone and I'm on the other side of the fence paying for my data and was able to research both side, those are the conclusions I can bring you.
I have turned data off and try to treat the phone like a dumb phone, but I haven't been able to proof that data is traffered even though all my apps may have auto update off, but I wouldn't risk it, having data off I open internet explorer I expect to get a unable to connect message, but I got my homepage, when I went to setting, data was still off.
The wifi is more for when you work in concrete buildings were signals get really hard to get and with smart phone is really hard for that to happen but in the month that I have the phone happened once and it was nice to be in a place that I couldn't get calls, and still my wifi pick up a signal and I was able to get emails
Any other questions shoot me a note I'll be glad to help.