Is is possible to play .mp3 songs on an iPhone 4 that haven't been purchased from Apple?

Is it possible to play .mp3 songs on an iPhone 4 that haven't been purchased from Apple?

I have a lot of .mp3's that I would like to be able to load on my iPHone4.

Is it possible to put these songs on my iPhone 4 even though they weren't purchased from Apple?

I have heard that this might be possible using ITunes.

PLEASE NOTE: I am not trying to do any illegal here or to hack an IPhone.. I already have a lot of .mp3's that I have already purchased that I would like to be able to listen to on my iPhone 4. Also, I have a lot of class lectures, training exercises, etc. that I have recorded and converted into .mp3 format that I would like to be able to listen to on my iPhone. I'm simply trying to figure out if it is possible for me to listen to these things on my iPhone 4.

I don't currently own an IPhone but am interested in purchasing one as long as I can listen to most of my existing .mp3's.