All you need to do is write down the serial number of the authenticator application you have on your phone. This way, if you need to deauthorize for any reason (or an update causes any issues) you can do so quickly and easily at battle.net without having to wait for a phone service call or what have you.
This is particularly important for those folks getting the latest iPhone OS, iOS 4. If the upgrade goes haywire for any reason, you'll likely lose all your data off the phone; including the authenticator serial number. This means if you're going to upgrade your iPhone, iPod Touch, or iPad to iOS 4, you must write down your authenticator serial number to be safe.