cybersim2: So many ways:

1) using Google Market website - you find the app, you login to your Google Account on https://market.android.com/, and you login on the Android phone using the same Google Account. You click Install, it will install to your phone, and you don't have to touch your phone at all!

2) using an APK installer file - email it to your Google Account on your Android phone. I prefer this, lazy lah want to plug cables.

3) using an APK installer file with USB cable - plug USB, set Android to Mount as USB, then it will become like External Storage on your PC. Copy the file into the Android phone. Then you Unmount the Android, and use any file explorer software to open the APK file.

For #2 and #3 you need to enable "Allow installation of non-Market applications" in the Settings (for iPhone, need to jailbreak to do this LOL.)