If I normally use 3G to connect to the web on my Desire but I connect to a wireless network, is the 3G access point being used or does it switch to the wireless?

If you have your 3G and wireless turned on and you are connected to a wireless network the desire will always use the wireless for data traffic.

once of of range of the wireless it will revert to the 3G network for data.

For peace of mind for yourself, download a free traffic counter from the market place, then you can see the split between 3G and Wireless.

for data counters get 3g watchdog its excellent..

if your WiFi is on it will use that not your 3g data... when u got out of range or lose your WiFi signal it will use your 3g internet

When you have 3g on and switch to wifi, you should notice that the 3g symbol disapears.
The only possible problem to have is that under settings\wireless & networks\wi-fi settings then menu\advanced there is a sleep policy. The default is not to switch from wifi to 3g. I suppose this might be changed in error.