One of the requirements of using Siri on the iPhone 4S is that you have some sort of a data connection. This could be either a wireless or 3G connection to the Internet. The reason for this is that everything you say is packaged up and sent to Apple so that it can process your voice and then tell the iPhone 4S how it needs to respond… this is of course a very simple way of explaining how Siri works.
As it requires your data plan in some instances, one thing you might want to watch out for is how much data each question takes. Thankfully, someone has done all the hard work and has managed to calculate an average of how much data per query.