An Android phone hogs internet data much more than a normal phone. This is particularly because of all the background stuff going on like syncing contacts, photos, instant messages, social network updates, email and much more.
Some people might like to limit the connectivity to certain applications. avast! Mobile Security and Internet Firewall are two of my favorite applications to do this job. They act like a firewall which restricts the connectivity to particular apps, just like in your PC.