For those who like to be on the CyanogenMod nightlies , check out the CyanDelta Updater app. It downloads just the differences between the latest nightly and your current installation , boots into recovery , flashes the ROM and boots back up. The size of the download is just 4 MB compared to the 150 MB that a full ROM would take. So out is now possible to update your ROM when on a slow data connection. Works with TWRP recovery.
https://play.google.com/store/apps/details?id=com.cyandelta
https://play.google.com/store/apps/details?id=com.cyandelta