I'll mostly leave my wifi off
Good practice, since (for example) a given grocery store can start correlating your media access address with your presence, even if they don't (initially) know your identity. Ditto anyone scanning for wifi pings on the highway.
So here's an elaboration on keeping wifi mostly off: I have an event managing app (in my case, Llama, there are others) that I've configured to shut off wifi every time I disconnect from any network. I manually re-enable whenever I get to my destination (e.g. home); for whatever reasons, it's easier for me to remember to re-enable as I start using some service at home than it is for me to remember to disable as I leave a given location.
I could tell my automator (Llama) to re-enable wifi when I my location gets close to work or home, but locating precisely enough to not turn on wifi at the supermarket near my house requires more battery than I like.