Most pubs, bars, shopping centres, airports will have wifi. Some you have to pay to get the password some are not protected so that you can browse.
If you click settings>wifi your iphone will search for wifi, you can tell it is searching as you get a spinny round thing next to wifi much like when a youtube video is loading. When this stop's spinning any avilable wifi zones will appear, ones with a padlock next to them require a password ones that don't...don't. Simply touch the wifi name and boo-rah you'll connect.
Sometimes you'll not find any (typically when you aren't in a 3g area

) sometimes you might get 3 or 4.
Once you have connected to a wifi you can set the iphone to automatically connect to it for future visits. A wifi symbol will appear next to your signel strength when you are connected to a wifi.
Another interesting feature on the iphone is an application called dynolicous, click on applications and search for dyno and have a read up. I downloaded it at the weekend and it's pretty funky.
Any iphone questions feel free to PM me.