How can I create a settings shortcut for always on data? I have always-on mobile data set to off most of the time to conserve battery, but I find the need to switch it on every once in a while - using Pandora, the odd large file to/from Dropbox, etc.

The question: Can I make an easy on/off icon (much like the WiFi or 4G widgets preloaded by HTC) so I don't have to go through the settings menu every time? App recs or how-tos appreciated.

I've got an Evo with 2.2.
HTC doesn't have a data one for that?  They used to.  I believe CurveFish has one on the market.  I think it is APN OnOff.  Or search for other APN widgets.