Well, yeah, I guess, if you're streaming from Pandora. Personally, I just use Spotify. Yes, I realize I don't "own the music", but considering the amount of "new" (that is, music that I was unfamiliar with previously, not necessarily newly released). The $10 a month seems fair to me, considering that I have a big appetite, and often grow bored of something I've heard 100 times.
Anyway, with Spotify (and I assume others like Rdio and Mog or what ever their called), you can choose to stream, or choose to download to the device, as the situation warrants. If you have the songs downloaded, you don't need ANY connection to play them (though you do have to call home even so once every 30 days).