Check Your Battery Use
Did you know that your Android phone actually keeps track of what apps use the most battery power? You can use it to tell what causes the greatest drain to the battery. On your Galaxy S, go to Settings - About Phone - Battery Use and see what's listed. Depending on what you use your phone for, the biggest drains will probably be Display, Voice Calls, Cell Standby, and Phone Idle, though not necessarily in that order.
If Browser shows up high on the list, you may need to consider how much web browsing you do on the phone. Also watch out for keeping multiple windows open, as this can cause more drain with two pages loaded at the same time, especially if advertisements refresh on those pages. While in the Browser app, press the Menu button and then select Windows to see how many open web browser windows are running, and then press the X button next to each window to close the ones you don't need.
The Galaxy S comes with a bright colorful screen that is superior to that of the iPhone, but it comes at the price of battery consumption. This is why you'll see Display listed high on the Battery Use chart. There are some ways you can tweak the display settings to conserve battery life, and the main one is to turn off the Automatic Brightness. To change this, go to Settings - Sounds and Display - Brightness and uncheck the box. On this same screen you can also adjust the slider to manually set the brightness. I keep mine turned almost as low as it will go and find it to be plenty bright enough indoors. Also under the Sounds and Display section you can adjust the Screen Timeout to help cut down on Display battery use.