My IPhone 4S won't let me delete apps from it?

Okay so I can connect it to iTunes and it'll delete from there but it's just a massive inconvenience rather than just being able to delete them on the go

Have you tried resetting your phone and trying again? Also if it's jailbroken that night be what's causing the problem.

If you no longer want the apps you have, you can delete it right from your iPhone. This is useful if you want to reduce clutter on your iPhone, or to increase available space.

Press and hold on any icon until all the icons begin to "wiggle."

Tap the little "x" in the upper-left corner of the app you want to delete.

A dialog box appears, informing you that deleting this app will also delete all its data.

Tap the Delete button.

Keep in mind that if you've synced your iPhone since you downloaded the app and transferred it to your iTunes library, deleting it from your iPhone won't get rid of it permanently. The next time you sync, it will return to your iPhone like a bad penny. To get rid of it for good, you have to remove it from your iTunes library.

Ok, I used to be able to delete apps, got the wiggle action and the little "x". But something happened and now when I try to delete apps, the apps wiggle but no "x" appears to delete any of the apps - on All of the down loaded apps. What do I do?

Go to Settings: General: Restrictions: enter passcode if you have one, scroll down to deleting apps, turn on. Then go to app, hold down until it shakes. Now X should show up to delete.