I went though "Become an Xcoder", which was very useful, but it ended very abruptly, just as I started to understand about ObjC's syntax, and about Inlets/Outlets and such in Interface Builder.
I've looked around, and found a bunch of tutorials that cover writing an application, but these either seem to be "Open Interface Builder, add a text label, change the text and click Run", or "Open IB, add this, this and this, add these inlets/outlets. Now here is a hundred lines of ObjC to copy and paste. Click compile and you're done". There was no middle ground.
Basically, I would love a tutorial that actually shows how you arrive at the end code, and shows how to make something beyond "Hello world".
Ideally it would be centered around the iPhone Cocoa Touch stuff (but there will be far more Cocoa tutorials around, and the two systems are pretty similar) - either would be incredibly useful!
(Please don't discuss the iPhone-SDK NDA. It's really not intended to prevent bloggers and such posting tutorials..)
[Update] I bought the Aaron Hillegass/Cocoa Programming book. It's extremely useful, and is very relevant to iPhone programming - for one, none of the code in the book depends on the ObjC2.0 garbage collection which is the biggest difference between programming for the phone vs regular Cocoa.