As noted by John Gruber and Living with Mac, the iPhone doesn’t currently appear to have built-in support for “to-dos” — even the modest task support that’s built-in to OS X’s iCal. :-(
While this is difficult for me to understand (I know it’s something I’d expect in even a Gen 1 smart phone), it’s cool to see that web- and Mac-based developers are stepping up to the plate in the absence.
A few of the apps I’ve seen so far (and in varying states of reality and vapor):
I’m sure there are others that I’m missing (which I hope you’ll share in comments), and I know this is something that’s a priority for a lot of you proud new iPhone owners: What are you using to manage actions from your iPhone? What would a home run look like in terms of future, built-in to-do support for the iPhone?