>> I need to turn on and off a load that takes very little
>> power (a few ma at 3V). I want all the power I supply to
>> the circuit goes mostly to the load itself but not the
>> switching device. I couldn't use a relay since the relay
>> coil consumes too much power.

Use latching relay like this one:
http://www.maplin.co.uk/module.aspx?ModuleNo=37529&doy=search
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