In addtion to the above poster;
It takes a week or so of completely full charges to break in a new battery. Also, after a full charge, leave it charging for another hour or so.
Additionally, if it is a "branded" ph, (AT&T, Verizon, etc, these phone usually come with a lot of "bloatware" installed. You will need to go through each App, and turn of the "auto-update" features. Or Auto-sync, start, etc. Set them to manual, or increase the time between updates.
Widgets that update, same thing. Increase the time between updates.
Live wallpaper...ok I can't live without my Matrix wallpaper.
Screen brightness, set to manual instead of auto.
If you're not using WiFi, or Bluetooth, turn it off.
Check Settings/About Phone/Battery to find out which apps are sucking the juice.
Finally, forget about battery apps like JuiceDefender. They always run and suck power also (you can manage the same on your own)
Branded phones are notorious for having pre-install apps that suck battery life. With some, you can turn them off, but some apps will not uninstall.
Option 2. Root your phone, and install a custom ROM. Sounds drastic, but it allows a clean OS without bloatware. Also, it will allow you to set profiles (SetCpu) which manages processor speed as the battery gets weaker. Mine, with normal usage, will run for 2 days (barely) before recharge.
Hope this helps.