I haven't tried it (don't have an iPhone), but a lot of people love
Evernote. They have a web, Mac, and Windows version as well and advertise syncing between the versions. There's a free and a paid version of the service. There are also web-based versions of notetakers like Jott and Sandy that have connections to your phone via voice or SMS (via Twitter in the case of Sandy), but they are different beasts than a dedicated application like Evernote.