BT is pretty low power, but if it's on constantly it will periodically check for a signal. I wouldn't worry too much about it, though.
The NFC radio, unless you've hacked the system, is only turned on when the screen is on and the phone unlocked. So it uses no power while the phone is in your pocket. Even when on, it's pretty minimal. But unless you use it a lot, there's a toggle that makes turning it on and off easy. I generally leave mine off simply because I almost never use it.
GPS is a slightly more complex situation. When the GPS radio is in use, it uses a lot of power. But in Android 4.0 and higher, turning GPS on with the Toggle doesn't actually turn the radio on. It simply allows applications to turn the GPS radio on when needed. For example, if you have GPS toggled off, and try to use navigation, it will prompt you to manually turn on GPS, which I find kind of annoying.
Adjusting the location reporting functions and app settings to avoid frequent use of the GPS will give you the convenience of not having to frequently turn it on and off manually, and decent battery life. For more info, see the link in my sig, which has a link to my thread on battery life.