OliveToast files is awesome. It allows you to send files over WiFi (I often use an Ad-Hoc network) to the iPhone, and then you can read them (PDF, Word, JPEG, etc.) along with the ability to bookmark where you are in the files. I am going to use this to learn Objective C from the Apple PDF book so I can program the iPhone.
If you are musical, you will like BeatMaker sampler/sequencer from Intua.
And for those who miss HP calculators, try PCalc for iPhone.