Itegrating Mobile Device Software

What do you need to do when you are trying to integrate software that you have written for mobile devices? There are some tutorials that suggest that you can just connect a cable to the device and just download the program that you have written. Others suggest that you upload the program to a server, and then use the mobile device to download the program over the internet. It would be nice if there was one definitive tutorial or userguide, but there are so many different types of mobile devices, and it is just hard to just get the data from the mobile device in the first place. I bet a lot of people don't even know how to display their own cellphone number right on it's screen (that includes me).