podcasts on Iphone

Hi I've asked this question a 2 apple stores and gotten non comital answers. So can anyone with an Iphone or touch tell me can you update podcasts at a wifi hotspot or do you have to plug into the computer?
Xmas list time is coming up and with the travel I do in my job it would be nice to just take the Iphone down to the coffee shop & update (YML from audible of course) rather then take the laptop.

Thanks in advance
Tim Berry