If you've been hacking your iPhone to get 3rd party apps with firmware 1.1.1, there's now a big reward. Installer.app has been updated, and some long-needed changes have been made. First, instead of browsing the entire collection in one huge list, you now select a category, and then browse a smaller list. Under the previous system, as the list of 3rd party apps got longer and longer, the interface for finding and installing a program became more cumbersome. With the new system, the category splitting should make finding and installing apps a lot simpler to use. Also, it should do a great job of hiding dictionaries, theme packs, etc. into their own subcategories. If you've hacked your iPhone, this should appear as an update.
If you haven't hacked your 1.1.1 iPhone, there's still no easy way to do it on a mac. There are, however, rumors of an AppTapp-type installer to make everything nice and simple coming very shortly. If you're using windows, there's a program called iDemocracy that promises to make everything fairly simple.