I am currently using and recommend Cocos2d. (http://cocos2d-iphone.org)
The documentation for cocos2d-iphone is pretty good and getting better all the time. There are some full working example games you can download and the API itself comes with quite a number of examples you can use.
Here is a good set of install directions you can use to get started:
http://permadi.com/blog/?p=130
Hope this helps!