The Sky Go service may expand from just allowing content downloads onto a laptop, to allowing you to do the same with mobile phones and tablets - mobile devices can currently only stream content. Ian Lewis, Director of Sky Movies, hinted at this possibility at a Sky Movies Event according to Tech Radar.
No dates are set, other than a vague 'it should be possible inside twelve months'. The advantage of downloading onto mobile devices is that it means people can download two or three shows/films onto a device over their home broadband connection and then watch them when travelling without eating into expensive mobile broadband allowances. It may be the case that Digital Rights Management (DRM) will require a small amount of traffic to validate the file, but generally you can do this at home, and then play the film without need for an Internet connection.
The Sky Go service is limited to two registered devices per account, so there may be some competition over who gets the service in gadget heavy households. An additional advantage of downloaded content is that it avoids the vagaries of buffering that can occur at peak times, or for those households with slow broadband where the slow connection stops them watching content in real time.