You can buy and download epubs OTA, however there are a few stores that are set up in such a way that you can not actually log on via the mobile link. (kobo is one notable store). Most of them have a mobile equivalent that takes care of this issue (you can not log onto
www.fictionwise.com, but you can log onto mobile.fictionwise.com). I have downloaded books OTA from fictionwise, manybooks, and ereadable without any problems.