This last comment is not always true. By design, the iphone will turn off the wifi radio when the device enters "deep sleep mode" (screen is off and the device requires you to enter the password when you wake it up) and it is not connected to external power. At that time, you can be streaming music using a service like Spotify or Pandora, and the iPhone will use cellular data because it has turned the wifi radio off to conserve battery.
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