But things are changing; Apple has announced at MacWorld that you will be able to download directly from the iTunes Store over 3G and Edge.
Kent German, over at CNet took the new features for a spin and while he felt the 3G connection was as good as WiFi, the Edge connection was so slow as to be "too long to bother in our opinion". There are also song size limitations as anything over 10MB requires a WiFi Connection just like the App Store.
CNet has more here.
beginning Tuesday iPhone users will be able sample and wirelessly download iTunes tracks over AT&T's 3G network or EDGE. Previously, iTunes song downloads, unlike apps, were available only over a Wi-Fi connection.
The process works relatively well, though we encountered a couple of hiccups. It appears that you must use Wi-Fi or a wired connection to your computer to download songs over 10MB. When we tried downloading a longer song, we received a warning message advising as such.
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