When you're designing a new app, you can figure out how the app will look and work by creating mockups of each screen. This can be as simple as drawing sketches on paper, or you can use a number of software tools to create a digital mockup.

Hardcopy

iPhone Stencil Kit - a stainless steel stencil for drawing iPhone interface elements.

iPhone & iPad Sketch Books from App Mockup Tools

Digital

iOS App Icon Template for Photoshop

iPhone GUI Elements for Photoshop by Teehan+Lax. They also have an iPad version.

iPhone Stencils for OmniGraffle

MockApp offers templates for Keynote or PowerPoint

3D Isometric App Screen Mockup

Both

idev101's App Design Templates for Photoshop and print

Apps

AppCooker is an app for designing app mockups.

Pop App lets you take pictures of your app sketches and create a working demo on your iPhone.

Graphics

Here are some Buttons & Icons and Graphics Apps you can use when designing your app.