MLB.com has a $10 iPhone app that gives you video highlights, live game stats, and Gameday Audio (streams of the radio broadcasts for both the home and away teams) that all work over both wi-fi and EDGE (I assume 3G as well, but I still have the original iPhone).
The only down-side, as with any iPhone app, is that you're at the mercy of AT&T's substandard network. But, if you're in an area with a good signal, then this is pretty neat. While I won't lose too much sleep over $10, it would be nice if they included the iPhone app when you pay ~$100 for MLB.tv.