Mobile slots and table games are optimised for fast downloads, and usually just take up a few MB. But keep in mind that if you play many different games on your mobile this data can quickly add up, and if you're on a data plan you risk using up your data allowance.
Playing on a WIFI network is generally better for mobile casino games, as you load more games without worry, and they will also run faster than on a 3G or 4G connection.