You can actually download Apps using wifi...
Options > Advanced Options > Browser and set the default browser to HotSpot Browser.
But - If you are using a Bold, you need a data plan.
There are so many apps to make it worthwhile... I have replaced my ipod and xm radio with Slacker Radio, a free app that streamlines music for free (as long as you have an unlimited data plan). That is just one of the apps that makes it worthwhile..
Hope this helps.