While the iPhone's sleek, imageless design helps to keep things simple for everyone, I can understand some people's desire to customize their surroundings. While Apple isn't making this easy on anyone, keeping the iPhone locked up for themselves and all, that doesn't mean determined hackers aren't trying to pick the locks. For anyone interested in changing their iPhone's background from (arguably) boring black to something of their choosing, ModMyiPhone has just the how-to for you. Adventurer be warned, however: this is not for the light-hearted. This is a 15-step tutorial involving some ugly hacking with the Terminal app and digging around in your iPhone's guts. On the upside though, if something goes wrong I imagine you can easily get your iPhone back to square one with iTunes' Restore button, but I obviously am in no position to make any guarantees, so proceed with caution.
That said, it sure would be nice to see Apple officially open up the iPhone to this kind of customization with a future software update. It totally makes sense that they themselves are using caution with their first foray into mobile phones though, so I wouldn't hold my breath for a feature update like this anytime soon.