Sometimes I have a data connection, then I make a phone call (which of course turns off the data connection), and when the phone calls ends the data connection does NOT come back. The bars stay gray. If I reboot the phone, then it connects again and the bars are blue.
I've noticed the same thing when I turn on wifi. I have 3G, switch to wifi for use in my house, then I plan to leave the house so I turn wifi off. The 3G does NOT come back. I have to reboot the phone.
Doesn't happen all the time, just sometimes...