GAMES

Mondo solitaire: good user interface. 500 versions of solitaire. attractive.
Fling
Blocked
SmartSoko
Bejeweled
Chopper
Masyu
Aki Mahjong
Skippy Lite

EVERYDAY
Bloomberg -- stock market
Splash ID -- encrypted storage of private data. Syncs to a desktop app.
Outliner -- by Carbon Fin. Best outlining app. Use it for shopping lists, to do lists, restaurant lists, itineraries, etc.
PCalc -- a very capable, flexible and attractive calculator.
Stanza -- I've read hundreds of eBooks on my iPhone: most of them free.
Qik -- Take videos (e.g. of police interactions) with the iPhone and they're copied to your account on the web. They can also be streamed live to the web.
QuickVoice -- favorite voice recording app.
Filemaker Go -- If you use Filemaker on the desktop to build databases, this app will let you use them on your iPhone.
DocsToGo -- Edit and view Microsoft Office docs. Copy them to/from cloud storage or to your desktop.
Air Sharing -- Good general-purpose app for getting and viewing common docs on your phone.
Skype or Google Voice
Urbanspoon -- crowd sourced restaurant reviews