If you have an iPhone, whether you have the iPhone 3GS, 4 or 4S, you will actually be able to enable something called iTunes home sharing on the iphone device. This is basically a system that Apple has set up in which you are able to listen to any of the music and watch any of the videos that are in your iTunes music library on your computer on your iPhone. The way that you do this is to have your iPhone 4S connected to the same Wi-Fi network that your computer is on.
When you have done this, you will need to open iTunes and you will need to go to the advanced menu. On here, you will need to enable home sharing. Once you have done this, you will need to go on your iPhone device and click settings. Under the iPod settings, you will need to also enable home sharing and you will need to enter your Apple ID and password. Once you have done this, all of the music on your phone will be replaced with that from your iTunes library whilst you have your computer turned on and whilst you remain on your own Wi-Fi network.
In order to activate this, you will simply need to open up the iPod on the phone and select to use the shared iTunes library as your music library. This works extremely well on the iPhone.