What version of iOS are you currently running on what generation of iPad?
You can only use the over-the-air (OTA) if you've got iOS 5 installed and you can only upgrade to iOS 6 if you have an iPad2 or iPad3 (the iPad1 only goes to iOS 5.1.1 - it won't/doesn't get iOS 6).
OTA updates work fine on the iPhone 4, providing it is running iOS 5 or later. The iPhone 4 will update to iOS 6, though not all the new features are available.