NSArray *myArray = [NSArray arrayWithObjects:[NSNumber numberWithInt:1], [NSNumber numberWithInt:2], [NSNumber numberWithInt:3]];
Update for new Objective-C syntax:
NSArray *myArray = @[@1, @2, @3];
Those two declarations are identical from the compiler's perspective.
if you're just wanting to use an integer in a string for putting into a textbox or something:
int myInteger = 5;
NSString* myNewString = [NSString stringWithFormat:@"%i", myInteger];