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Unlike in previous years (WWDC 2012 and earlier), the developer session videos can be subscribed in iTunes University, hence you can easily download all the videos and conveniently sync to your iPhone to watch.

But for WWDC 2013, Apple provided (an app)[https://itunes.apple.com/us/app/wwdc/id640199958?mt=8], which seems to be the recommended way for developers to watch from their iPhone.

You can also download 1 by 1 from Apple Developer website.
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But here is a better: WWDC Video and PDF downloder by ohoachuck.

Or a Python version.