In this order:
- Cocoa Programming for Mac OS X (The Bible)
- Beginning iPhone Development (Long-winded but great for beginners)
- iPhone SDK Development (Starts nicely, but gets a little too deep too fast. Still in beta)
- Programming in Objective-C (Only down so far because I couldn't get through the first few chapters. Recommended by many, good for total programming beginners)
- iPhone Cookbook (Full of mistakes, but good for learning stuff closer to the code)
- iPhone in Action (I didn't learn anything from this book. Might be good for programming for Mobile Safari)
- Learning Cocoa with Objective-C (Avoid)
This is mainly an iPhone list, but several are more general books.