I had the same problem with my iPhone, even with the firmware 2.0.2 installed. Difficulties with Web access on the iPhone (error 302), even with a perfect signal strenght, happening on 3G or Edge, and happening in more than just Safari: the weather does not get updates, Mail fails fetching the last state and so on.
The problem, if it was the iPhone, is now gone. Here's what I have done...
1. A full backup of my iPhone in iTunes.
2. A sync with iPhoto, iCal and Address Book to be sure to not loose anything important
3. A double check in the Preferences to see if the backup is actually there
4. A total restore of the iPhone (set it up as a new iPhone... it will erase everything)
5. Try the "new iPhone", I had no problem to connect to the internet, everything was fine so...
6. I made a restore from the last backup
On the final, everything was back to normal with my iPhone, and no more sign of the "error 302" problem.
Sorry for the bad english, I speak french usually. 🙂