Even though Apple promised OTA updates for their devices during WWDC, it was still unclear whether or not it could only be done over WiFi or if 3G could handle the load. 9 to 5 Mac reports that it can and will.
But!
There is a catch, though. Based on these SDK findings, it looks like only certain iOS updates will support downloads over 3G. Perhaps small point upgrades like 5.1.1 will come over 3G but 5.1 will have to come over WiFi. Or perhaps 5.1 can come over 3G but 6.0 has to be downloaded over a WiFi network.
Your device will also need enough battery life and 500MB to spare to support the update. Which is probably a wise design choice. More reveals are sure to come. [9 to 5 Mac]