Automatic download of apps from iTunes to iPhone/IPad

Think I have my iCloud set up properly and have had a good luck with changes made to my iPad showing up on my phone. I recently download an app on iTunes but it did not show up on my iPad. I also figured that apps purchased on the iPhone/iPad would load to iTunes but it I keep getting asked before any upgrades of the operating systems. Any trouble shooting ideas?

re-sync the iPad with iTunes. You can do this wirelessly if you're on Wi-Fi and using iOS 5 on the device and the latest iTunes on the Mac. Just open iTunes, click on the Device menu, select your iPad, press the sync button at the lower right.

There is a setting somewhere to the effect of "any apps I buy automatically also get downloaded by my other devices" but I can't recall where that is at the moment.