I would imagine it has to use more power than the iPod functionality just because it needs to spend the time downloading the song via WiFi or Edge. On the positive side, once a song begins you can "sleep" the phone and the song will continue to play, cutting down on the battery use for powering the screen.
Very nice! I went to the site on my laptop as well as using the iphone interface . On the laptop iphone interface site, I tried to download a song, using the search feature, but i cant submit my search terms using a non iphone! Or I just don't know how.. hehe
I guess if one wants one in their library, they'll have to sign up.