It's not clear from your question what kind of data you are dealing with, but one approach I have used in iphone applications is a singleton object that contains application state and state management functions.
There is a good discussion of the use of singletons versus app delegates for this type of data found at Cocoa With Love and I agree with what he has to say here.
For instance the application in this case had a user account tied to a web application so on load the application would initialize the singleton object and when the user signed in it would keep a reference to the user object in the singleton so that user info could be referenced for api calls.
This approach has worked fairly well for my purposes you can see how to create a singleton class in Objective-C here, and also in the apple docs here there are several ways to do it which provide the same functional result.
Once you have defined your singleton class you can initialize it in applicationDidFinishLaunching or in the viewDidLoad of your main controller and init the globally accessible data you are needing to manage. I highly recommend you read the Cocoa With Love article I linked above for some consideration of managing this whole process.
Hope that helps.
If you're stuck I can post some example code, but the singleton class examples available are pretty straightforward to work with.