When there is no wifi the iPhone is depending on AT&Ts EDGE technology to get data over the cell phone network. Bandwidth for that is supposed to be 70Kbps to 135Kbps. In other words. It is 11 to 22 times slower than a T1 line. Download wise many consumer DSLs are around T1 speed. So people that are used to ‘high speed internet’ and expecting the same from an iPhone everywhere are in for a surprise.
Since a couple of happy months I have been using EVDO on my laptop. In the rare cases that the Bandwidth dropped below 200Kbps I stopped using the Internet. It was just too painful.