Set 3G Network Only for Android

UPDATED : On Froyo / Gingerbread you can select the network via "Setting" > "Wireless and Network" > "Mobile Networks"  > "Network Mode" .

Annoyed by network auto selected to EDGE where 3G is available.
To set your Android mobile phone to use 3G Only network you need to install an app from Market.
Make sure you have a room in Home screen for one short cut icon.
Search for "Any Cut" and install it.
Run "Any Cut", add a short cut.
Select "Activity", wait for activity list.
Select "Phone info".

"Phone info" short cut should be appeared.
Run "Phone info".
Set the preferred network type : "WCDMA only"

That's it. Enjoy your 3G (if available).