Why does my iphone keep kicking me off Wi-Fi?

I just got a brand new iphone 4 yesterday and it keeps kicking me off Wi-Fi for a few seconds or longer (it goes back to displaying the 3G) and then automatically connects me back. Every once in awhile I have to go in and manually select my Wi-Fi for it to connect again. The problem isn't the Wi-Fi as my fiances iphone 4 is working fine.
We installed ios6 onto it as soon as I got it and my fiance thinks that may have something to do with it since his does not have it.
Also, we tried resetting the router, my iphone and switching the Wi-Fi on my phone on and off but nothing helps.

Anyone out there know the solution? I don't want to run up my data costs.

Could be a NIC issue with the phones Motherboard. You should take it back to where you bought it (Seeing how it should have a warranty) and see if you can get a replacement.

Go to settings -> General -> Reset -> Reset network settings

see if it help.

Its not your phone is your Wi-Fi router go to your Wi-Fi router disconnect it from its power source for a minute then connect it back to the supply and then connect your phone to Wi-Fi you should let your Wi-Fi rest once in a while hard use makes it head up and act up disconnect it once a while to delete all data

I had exactly the same problem with my phone (and other devices) getting randomly kicked off my Wi-Fi until I set the wireless channel to auto in my router. I had set the channel to a manual number that I determined wasn't being used using a Wi-Fi sniffer but no matter what manual channel I set it on, I was getting random drop outs. It seems the "auto" setting on modern wireless routers may be intelligent enough to give the best performance.