Do all of these methods require a jailbreak for the Touch/Phone before you can download your songs?

I'm wondering this, because... doesn't the act of jailbreaking erase the entire device? Or am I remembering that wrong? When the 2.0 and app store stuff came out, I went legit on my Touch and Phone and haven't needed to jailbreak them yet. So it's been a while and I don't remember.