I tried to set auto-lock to never, hoping the screen would dim, then shut off and then after clicking the home button, the iPhone would come back to the last state. But it never shut off the screen.

Basically, I want the screen to shut off to save power, but don't want to have to use the SLIDER to unlock, just press the home button to come back to the last state. Can the phone shut off the screen WITHOUT auto-locking? I tried to set it to never and it didn't work...