I have definitely noticed a big jump in 3G speeds as well with my i4 over my 3GS. At my desk at work, I could get maybe around 1.5 Mbps according to SpeedTest. With my new iPhone 4, I can consistently get over 2.
Also, my upload speeds have about doubled. In our medium sized city here, I used to get about 0.5 Mbps up. Now I get consistently over 1, sometimes hitting 1.5.