Why is my iPhone charging me extra for data when I don't even have it on?

I'm going to take my phone to Apple to see about this later, but I was thinking about asking this on here first.

For the past couple of months, my iPhone 4 has been charging me data overages when I don't even have it on. It has been a huge problem lately, and I'm on AT&T on a 1 GB plan, and I have no idea what is happening. A friend of mine has expirenced the same problem, also.

Do you know any ways to fix this?

Keep in mind even though we turn off all our devices, they are always still "On." The phones are constantly being GPS tracked and even simple things like the clock is constantly updating.

I would suggest before turning your phone off, simply turn off any GPS services. That usually is the main culprit, especially when you have it connected to FB, Twitter and Instagram.