I am not sure if this is a Nokia or Microsoft feature, but the latest ROM leaked for the the Nokia Lumia 820 and 920 adds a new, but rather useful feature for those on limited data plans.
Under Mobile Network Settings, users are now able to switch mobile data off completely, confining data use to WIFI only, even when it is not available.
The ROMs, firmware 3049.0000.1330.xx, are available for download at WindowsMania.pl here, but of course flashing your device will lead to some data loss.
While the feature is great for those on data limits, I wish for the opposite also, ie. the ability to force mobile data use when WIFI is not available e.g. when downloading podcasts, for those with fast connectivity and unlimited data plans.
Find the ROMs at WindowsMania.pl here.