Ok, I just re-ran my speed tests using what I assume is a more reliable speed test site, at least it's local, www.ozspeedtest.com. The site even has a mobile version.
So the iPhone using the wifi network got 2400kbps (a lot more than on the previous test!) and the iPod Touch got 5680kbps. Hmm, so overall the speeds recorded are a lot higher than the other night, however the iPod Touch is still much faster than the iPhone.
Using 3G at this location I got 1420kbps, pretty decent. And using GPRS I got 42kbps (to be expected).
FIrst of all, if you want to get your app onto an actual iPhone, you need to register for Apple's iPhone Developer Program. This cost me $120 AUD.
The first thing you have to do is download and install the iPhone SDK. If your device is running 2.1.1 of the iPhone OS, you need to read the iPhone OS - Pre-Installation Advisory (one of those boring docs you wouldn't normally read) which tells you to create a symbolic link from 2.1.1 to 2.1. You can read it yourself for the exact details.
Then you have to stuff around getting a few certs onto your system and into Keychain Access.
Then you have to register your device (I'm just using my iPod Touch to develop on), register an App ID (whatever that is), then create a provisioning profile. There's a trick here, and again you have to read the how-tos on the site carefully - when creating the App ID you use a syntax like com.yoursite.nameofappid. However you can also use a wildcard format in which case the ID looks like com.yoursite.*. But then it says, "For iPhone OS 2.0 development, use a wild-card App ID for all of your applications." So, ok, for iPhone OS 2.0+ development you must use the wildcard format.
I have an iPhone and an iPod Touch sitting next to each other, both connected to my wifi network. Running a speed test shows about 1500kbps on the iPod Touch, and less than 400kbps on the iPhone! What's the explanation? Is it too fat and therefore interfering with the signal? The wifi router is 2 rooms away...so I tried it standing right next to it but it wasn't any faster.
On GPRS the speed on the iPhone was 38kbps, and on 3G the speed was 340kbps (I don't seem to have great 3G reception here, but hey, it's almost as good as wifi!).
So the conclusion is, when I'm sitting on the toilet surfing the web, use the iPod Touch and not the iPhone!
Also, after a great deal of messing around (including paying $120 for a developer's certificate from Apple), today I deployed two apps ("Hello iPhone!" and "Button") to my iPod Touch! :)