Itunes to Ipad and Iphone and Mac

So here is the issue: I have an Ipad, Iphone and two macs. I use the Cloud as well. I have ONE Apple ID, which is set on all devices. I have photo stream turned on on all devices, I have automatic downloads in "store" set on all devices. I have Icould turned on on all devices. If I purchase music or an app from Itunes using my Iphone, it does NOT automatically appear on any of the other devices. If I purchase one from any of the other devices, it also does not automatically appear on the others. Photos do, (but on my Imac at home, I am constantly enabling PhotoStream--it doesn't STAY on--annoying)..but the music and apps will only transfer once I plug in the cable and tell it to do it from my Iphone and Ipad. I thought with the cloud, I could have them appear without plugging in. Oh, I also have all my machines and devices authorized to play my music etc. I am not new to Mac or technology, but I cannot get this one thing to work. I have my Ipad only wifi for now, but have the option of turning on celluar data.

Thanks for any tips....

Valerie