I finished up with the Head First iPhone Development book. It think that this is one of the best iPhone development books out there. It is very clear and straight forward. The examples were very good, although they did have some errors. You can go to this page to see any corrections that have been made. There is also a good forum available that you can use if you get stuck.
I was thinking of buying a paper copy of the book because I thought it would be good to have to go back and use as a reference for different tasks. Anyhow, it looks like they will have a new version out in August, so, I think I will wait (that is not too long away).