The iPhone's built-in SMS application does not allow you to forward a SMS message. To do that you need a 3rd-party application, WeTool, that you can get through the Installer module. Once you've installed it, launch it, go to the "Text Log" view, select the message you want to forward, click More at the top-right corner, and finally click Forward.

The iPhone's built-in SMS application does not allow you to delete a single SMS message, you can only delete a whole conversation/chat/discussion, which is something you don't generally want. To delete an individual message install WeTool through the Installer module, and launch it. Now go to the "Text Log" view, click the Delete button on the top-left corner, click the Stop symbol on the left side of the message you want to delete, and finally click the Delete button on the right side.

At the top of the screen, on the right side of the carrier name, you might see a square or an "E". If you see a square, it means there is GPRS coverage. If you see an "E", it means there is EDGE coverage. In both cases, when the icon is blue instead of white (in the standard theme) it means there's an active data exchange - according to your data plan this might be sucking money or not.

Provided that your SIM has a data plan enabled, you can use EDGE to connect to the Internet when a wi-fi connection is not available.

Go to Settings / General / Network / EDGE, and provide the APN, username and password settings. You should be able to retrieve these settings from your carrier's website, or through their tech support.

When you launch Safari or other applications that need an Internet connection, the iPhone checks if the wi-fi is on and if it can connect to a network; if it can't, it automatically uses EDGE. If you don't have a flat data plan on your SIM card, this could easily consume all your credit!

To permanently disable EDGE, go to Settings / General / Network / EDGE, and type a wrong value for the APN setting; this way the iPhone won't be able to connect to a valid EDGE connection.

If you want to disable EDGE just temporarily, and be able to easily re-enable it at any time, download Boss Prefs through the Installer application, then launch the new application and use the switch to enable/disable it.

If you receive a call while the iPhone is blocked/sleeping, it will turn on the screen and just say "Slide to answer", instead of showing the two buttons "Answer" and "Decline" that you get otherwise. To Decline the call, press twice the sleep/wake button at the top of the device. Pressing it once will put the call in silent mode instead.

If the whole iPhone freezes, press and hold the Home button and the sleep/wake button together for 8 seconds. The iPhone will soft reset the iPhone; you will see the Apple logo while it boots again.

The iPhone, starting with firmware 1.1.3, features a geopositioning system what works by triangulating on both cell towers and Wi-Fi access points. This produces approximate geographical coordinates that can be shown on a map.

To use this feature launch the Maps application, and tap the icon on the bottom-left corner of the screen.
Note that this features requires you to have an active wi-fi or EDGE connection (this is used to download the coordinates of the cell towers).

Check out this page on Wikipedia for more technical information about GSM localization. 

If you have a MP3 or music file that you like, and want to use it as a ringtone in your iPhone, follow this process:

1) Locate the music file in iTunes.
2) Right click on the file, and click the "Information" menu item.
3) In the dialog that pops up, select the Options tab, and then select the range of music that you want for the ringtone (select the start and end time moments). Click OK to confirm.
4) Right-click again on the music file, but this time click the "Convert selection to AAC" menu item.
5) The previous step creates a new music file in iTunes, with the same name but with different length (according to what you specified in step 3). Click on this new file and drag & drop it to the Windows/Mac Desktop.
6) Rename the file extension from .m4a to .m4r
7) Double click the .m4r file, and it iTunes will list it under the Ringtones section
8) Connect your iPhone to iTunes, go to the Ringtones tab, and select the option to synchronize them
9) Synchronize the iPhone with iTunes
10) On the iPhone, tap Settings / Souds, and then Ringtone. In the ringtone selection screen you'll now be able to select the new custom ringtone.

To type an accented letter when writing a SMS (or while writing text in any other application, for that matter) press the un-accented letter and hold down your finger until it shows the accented variations; then drag you finger over the accented letter and release it.