Ringtones are the number one thing people download with their cellphones, and wallpapers are the second.

Most ringtones are sold through WAP push. It means when you request a ringtone, a text message is sent to your phone with a link where the tone can be found. You then use your cellphone’s wireless web browser to get to the link and ultimately get the ringtone.
(According to an article in the Detroit Free Press)

Listed below is a comparison of the percentage of cellphone users that have downloaded a ringtone by region of the world.

Asia 73%
Europe 20%
North America 27%
South America 25%