Because of the size of files you get from iTunes (i.e. music and video), it will only operate on wifi, not on edge or 3G. Appstore apps are generally pretty small, so you can download up to 10 MB apps on 3G.
Most apps are under 1 MB. AT&T's network can handle occasional downloads of that size. However, people pulling down music all day is something that the fledgling 3G network just can't handle right now. And downloading music on Edge? No thanks, I don't have that kind of time or patience.