if you wanted to ensure that no data is used over AT&T's network, you can contact customer service and have them place an internet/data opt out or block on the line for you. 

This would disable MMS/Picture Messaging on the device, but MMS most likely is not going to work anyway as it is not guaranteed to work without a Data Plan.

As stated above, you can delete the APN settings under TCP, therefore, no transmission protocol for ATT to transfer data through (for example, through wap.cingular). 

What everyone else is suggesting about calling ATT directly works too, but then they control everything...if you need it turned on again, you need to call them.  What if you are outside wifi area for an extended amount of time and need to read an attachment or use data related function or application. What a pain imho to have to dial 611, wait for 10 minutes to get a script customer service rep who has no idea what you are talking about.  Transfer you to 4 departments...

I recently purchased a Bold without the BB Internet Service plan. The Wifi on the phone worked perfectly well, and when I was out of range of my WiFi it prompted me about letting 3G take over, which I didn't let happen because I didn't have the data plan.

I don't understand what the "service books" discussion is, but I didn't have them and it didn't matter.

Subsequently I added the BB Int Svc plan and all is well. But I think you will be ok not contacting 611 and just setting up your WiFi. But don't send me the bill if I'm wrong