Programming in Objective-C 2.0 (book, $44.99)
This is the latest release of Stephen Kochan's series which some consider to be the Objective-C bible. It has a wealth of information jammed into almost 600 pages, and it will take you from simple variable assignments to advanced class implementation. I'm over halfway through this book, and the text is easy to read (not too high level), and is broken up in a visually appealing style with sufficient whitespace to be gentle on your eyes. If you're only interested in programming for the iPhone, you may only want to rely on this book for its wealth of foundational Objective-C material as it only has one chapter devoted to the iPhone.
Learning Objective-C on the Mac/Beginning iPhone Development (books, $39.99 each)
This new series from Apress offers two options to would-be developers. If you're comfortable with Objective-C, grab their iPhone book and begin learning about the SDK and how to implement the iPhone features. If you're new to the language, pick up the first book to build a foundation so that if you decide to program for the iPhone, you'll be prepared.
Coding in Objective-C (screencasts, $5 per episode)
This is currently my favorite way to learn the language. While the company behind these high-quality screencasts, Pragmatic Programmers, has only released 2 episodes for Objective-C so far, they are a great way to learn thanks to the usage of audio and video. Being able to see the code change and grow and hearing the host's voice explain exactly what is going on is much more engaging than reading a book. The screencasts last about 45 minutes per episode.
These are only a few ways to learn Objective-C. Apple makes plenty of sample code available, and with the removal of the iPhone development NDA more and more blogs and books are coming available making it easier to learn and reducing the time to get creations finished. If you are already familiar with Object Oriented Programming (languages like Java and C++), learning Objective-C should be a snap.