A custom Rom will give you the biggest gain in battery life as they remove most of the bloat that came ont he phone, some are even blurless with even less filler. For a new user I'd recommend rubiX Focused 2.0.1 as it's a great blurless beginers Rom, after getting used to it you can try out apeX 1.4 or Liberty 1.5 as they have scripts and toolboxes which allow much more tweaking and customization.
Setcpu will allow you to curb your cpu's power at lower battery life and get some extra time out of it. A power control widget such as Power Control Plus or Widgetsoid will allow you to make custom control switch panels so you can turn gps, wifi, bluetooth, screen timeout on and off and adjust brightness with the tap of a finger.
Battery Monitor gives you a graph with detailed information on how your battery did through it's charge, what apps used up the most juice etc. so ont he next charge you can finely tune your setup.
There's lots to be done to get extra bettery life, I can go 30 hrs. a charge on the stock battery.