Offline IS for GSM. Out of courtesy, it also offs BT and WIFI.

WIFI can be offed via options. Settings > Internet Connections > Auto Connect > No!

Bluetooth can also be killed via options or via statusbar applet.

Most people either leave BT on, as it eats very litle, or switch it on as needed as it's not often needed. As for WIFI, just set it to not auto connect and start a browser or something to be prompted to link up.