Speaking of the iPhone, I noticed this the other day. This would be the way to go but is expensive at $800:
http://www.componentone.com/SuperProducts/StudioiPhone/
An iPhone Simulator:
http://www.testiphone.com/
Developing with ASP.NET and AJAX:
http://steveorr.net/articles/iPhone.aspx
Another interesting article:
http://weblogs.asp.net/aaronlerch/archive/2008/06/08/rock-the-iphone-with-asp-net-mvc.aspx
I have always want to mess around with iPhone apps too. My wife has one and the potential just seems enormous. I only just recently started looking into it but I know you can do it just using AJAX Russ Brown (Using C#2010/SQL Server 2008)