I never used to game on my phone until I got a iPhone 3GS, now, its quite nice if your bored at work or just on the train or even on the Sofa as your Girlfriend watches some god awful Xfactor thing (Wanga must die!).
Anyway I play:
N.O.V.A. - Very good FPS that I wish had a PC version or something! and the online Multiplayer is one of the best I have played on an iPhone! Story is also basic but orginal and with noise cancelling headphones on you can actually lose track of time!
Brother In Arms 2 - Also a rather good FPS for the iphone, not as good as N.O.V.A but still if you like your WWII you won't be dissapointed!
Asphalt 5: A rather Neat racing game where to steer you move the whole iPhone. the story mode takes ages to complete and has a rather large amount of cars to unlock. The Online as well is very good over wi-fi and doesn't lag at all! over 3G though, is not so good.Graphics are top notch, the cars are well detailed and upgradeable.
GeoDefense - The most addictive tower defense game I have ever played! it has loads of levels and difficultys but the main thing is the money system to upgrade Towers etc... is done really well and the graphics pop and explode all over the place! would recommend this to all Tower Defense jockeys!
Lastly, but certainly not least, Angry Birds - This game just has this addiction and is very well put together. the physics are very good with no slow down to the game I can find and soo many levels plus the devs behind this game update the game ever couple of months with even more levels!
This is wel worth getting for most iPhone users or at least try it out on the lite version and see if you like it. Also the cheapest game in this list.
So yeah, I play games on my phone
