iOS 9 Adds Wi-Fi Assist
Wi-Fi Assist allows for your phone to more aggressively fall back to using its onboard cellular connection in case the Wi-Fi it is connected to doesn’t respond in a timely fashion. While dangerous for some with small data plans, for those with some breathing room, this is a fantastic addition.
Update (2015-10-04): Mark Pygas:
If you’re on a limited data plan, that’s bad news.
That's helpful if you're in the middle of watching a video or some other task on the internet that you don't want interrupted by spotty Wi-Fi service. Unfortunately, Wi-Fi Assist is enabled by default, which means that users may exceed their data cap without knowing it because their phone is silently switching their data connection from Wi-Fi to cellular.
Update (2015-10-14): Dan Moren:
So, yes, it’s still possible for Wi-Fi Assist to chew through your data, but it seems like Apple’s identified the key spots where that might really be dangerous and preemptively moved to address them.