How to Learn iPhone Programming

Online Tutorials

Apple has published a new App Development Tutorial to teach you how to write apps for the iPhone.
There are other sites around the net with dev tutorials, such as Ray Wenderlich's iOS Tutorials. You may want to start with this one: How To Create A Simple iPhone App Tutorial.

Books

If you prefer learning from a book, there are plenty to choose from! Here are several I'd recommend:
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There are also plenty of other books on iOS Programming available on Amazon.

Classes

Big Nerd Ranch offers an excellent iPhone development class which takes you from novice to iPhone developer in just 7 days. It's expensive, but the tuition includes room and board for the week. (And they have great food there.) I took their first iPhone bootcamp class in 2008; it was excellent and I highly recommend it.
Pragmatic Studio (from Pragmatic Programmers) offers several 4-day iPhone/iPad Programming classes.
The classes listed above will provide you with in-depth, hands-on training in iPhone development. There are also a number of Conferences for iPhone Developers.

Read the Apple Docco.

There's a ton of information, documentation and examples on the Apple site. Here are some to get you started:
Visit Apple's iOS Developer Center for more documentation.

Start Coding!

The best way to learn is by doing. Figure out what you want your app to do, and start building it. You can refer to Apple's sample code for ideas; also check out the code on this site for examples. If you get stuck, ask for help on the iPhone Programming Forums on MacRumors, or on Apple's iPhone Developer Forums. Another great resource for programming questions (and answers) is Stack Overflow. And don't forget about Google; you can search for the thing you're trying to code, or the bug you're trying to debug, and turn up lots of useful info.
Good luck!