I disagree.
On the iPhone I think the volume rocker is used primarily for calls... For instance if you have your ringer on and your in a quite place... You can quickly silence your ringer... ALso when in the middle of a call you can keep the iPhone to your ear and turn the volume up or down...
Makes sense on a phone... No real need on an iPod.
As far as changing songs in your pocket... Well I never really did that. Why not just pull it out and do it?
Scroll wheel is a TERRIBLE idea imo... Why would you add that when you have a touch interface?
I agree that it is used very much when using the phone, but I use the volume rocker all the time when listening to the iPod function. It is much faster than taking the iPhone out of my pocket, pushing the sleep button, unlocking the phone, perhaps clicking on the iPod icon and then turning up or down the volume.
Having a volume rocker makes perfect sense for the audio functions of the iPhone/Ipod Touch.