I have Cingular, same plan as dtcarson I think. We have 3 lines on it, and are never in danger of using all the allotted minutes since I use my phone mainly on nights and weekends anyway.
I wouldn't download any wallpapers or themes over your phone, data transfer is expensive, I think its like a penny per byte (or kB, not sure). Your best bet is probably to get the cable and just transfer everything from PC to phone or vice versa.
For ringtones I go the true cheapass way and play the song I want to use, with the phone right next to the speakers recording and the volume up high, and the quality is similar to an mp3 ringtone. You can get any song you can imagine this way.