Cocoa Programming for Mac OS X (3rd Edition)
Author: Aaron Hillegass
Even though the book is for Cocoa programming on the Mac, it is still a great resource for those new to Objective-C and Cocoa in general. Aaron is an experienced teacher, and it shows in his easy-to-follow writing style. He explains many of the core concepts of Cocoa very well, including delegates and other design patterns that you run into in Cocoa on the Mac or iPhone.
It's also a good book for iPhone developers to read, just so they can see how similar Cocoa development for the Mac is.