faster download speed browsing speed.. if you have UMA it will use your router as sort of a cell phone tower.. if your in an area with bad 3G coverage you can still surf the web. and you can surf the web and talk at the same time with a cdma phone while connected to wifi.
i wouldn't keep it on all the time, that'll drain your battery especialy on an 8530.. use it when you need it then shut it off.. and im pretty sure you need to scan for wireless networks... to pick one..