This is now my favorite application on the iPhone. It is a paid app ($10), but I can listen to any and all MLB games no matter what.
When I initially purchased this, there was no sound even though they said they supported Edge and Wi-Fi connections. You had to have 3G enabled and running for any sound to work, very frustration. This was all fixed in version 1.1 making it my favorite app.
Tonight, I have been listen to the MLB debut of Parra and Augenstein for the D-Back. Parra hit a HR in his first MLB at bat, that was awesome to hear. Augenstein has done a fairly good job pitching making well into the 7th at the time of this writing. They were facing the Red ace in Cueto so these accomplishments speak well.
(It should be noted, this app also works on the iPod Touch)