Some apps I'm finding only on iTunes, isn't there a way to buy in directly on my iPhone/iPod touch?
It is very likely that the iTunes store in your country (Brazil after your profile) does not have all the apps from the US AppStore. Developers can choose if they want to make their app available in all or just some countries. Since the website of Apple shows the content of the US AppStore by default it might have led you to believe that you can buy the app with your account.