Which uses more power/drains more battery: HTC Evo 3G or 4G?
So I can't give you a scientific (or even semi-scientific) answer, but I can give you an anecdotal one based on my experience over the past couple months..

We have 4G here in Atlanta, and while it works most everywhere I go during the day, I've found myself leaving it off most of the time because it has a noticeable impact on battery drain. 

The way I understand it, the 4G radio is separate from the 3G radio, and I'm not sure the 4G radio turns "off" the 3G.  I say this because when you use 4G it's possible to receive data during a voice call, which you can't do otherwise.

That said, using the 4G widget it's really easy to flip it on when you need it, and leave it off when you don't.  It's not inconvenient, and will help your battery life..