You may have noticed right off with your iPhone that you can not pull the battery out and put in another fully charged one. Apple chose to seal the battery inside like they have done on all of the iPod line.
There are a few fine tuning tips you can do to get more hours of usage between charges. Which ones you use will depend on how you uses your iPhone; Internet usage via Cell connection, lower quality cell signal areas, bluetooth headset, WiFi networks, music listening, brightly lit areas, and email checking. All of the tips on setting changes are easy to flip back and forth so you can tune as you needs change day to day.
Starting off with the adjustment tips, from the ‘Settings’ icon;