How can I load vector image directly with iPhone SDK? Just as UIImage loads bitmap images.
As of iPhone OS 2.1, the iPhone's WebKit supports SVG graphics natively. You should be able to use a UIWebView to load the SVG element for display. This question provides some sample code for doing so.
I did this recently using PDF. I saved some resolution independent images directly from Illustrator (using the smallest file size preset). I have some code (gists) here.