I use an iPod Touch tethered to a Sprint EVO 4G phone (albeit in 3G mode), which has a true unlimited data plan. The 'true unlimited' part may not really matter. I use MOG, Pandora and web radio constantly, and I'm nowhere near the limit of other cellular providers' plans. I'd never go back to regular radio or to the awful, sub-AM radio sound quality of SiriusXM.
2011 535i (8/2011 build) Jet Black, Black Dakota leather, Dark Wood, Convenience, Premium 1 & 2, SmartPhone, BMW Apps