Just repeating what I've written a few days ago..
If you're serious - I'm unsure if you've done any Mac programming before but here's a few books I have:
Programming in Objective-C 2.0, Kochan
This covers Objective-C with a little Xcode and Mac OS. A good base reference for all things Objective-C (which means Apple stuff). It will underpin the next books, teach you and be a reference if you're used to C/C++ etc.
Beginning iPhone Development, Mark & LaMarche
Fast becoming the defacto favourite beginner's book. It's late to the market and they've got things right rather than rush things. I got mine today after using a google in-book. Ok - this is a easy entry book. It covers the basics of using Xcode etc and shows the basics of building applications using the bits and bobs available.
This is well worth it.
The iPhone Developer's Cookbook, Erica Sadun
This is an odd one. It's not well laid out nor is it an easy book but there's some interesting points and ideas. This will teach you some naughty stuff that Apple may not like. Does not tell you much about programming Cocoa, Xcode or Interface Builder (such as using multiple xib view controllers etc).
The information is in there... just buried. Once you're happy with developing this does cover more ideas beyond but it's not really a "my first iPhone" book (especially if you've not programmed Cocoa/Objective-C before).
Cocoa Programming for Mac OS X, Aaron Hillegass (Mac programming but it's very useful)
This is the defacto beginner's guide to Cocoa. Well written and very easy to follow - teaches a little Objective-C and also covers Xcode & Interface Builder.
You'll need the iPhone SDK from Apple's developer pages (free to sign up) and to distribute you will need to enroll (yearly fee) to distribute.
