The iPhone was released all of 6 days ago, so battery replacement programs are probably pretty far from any of Apple's new customers minds. That said, eventually it will be an issue – no battery lasts forever, and the iPhone may be a tricky beast when it comes down to that because the battery is not user-replaceable. Unlike just about every other PDA on the market, which easily lets you swap out the battery, Apple's enclosed structure means that you'll need 3rd party support – assuming you don't want to void whatever warranty you have when the time comes.
Should your battery ever need replacement, Apple already has a plan. It'll cost you $79 for a replacement battery, however, and shipping will need to be covered by you as well. That said, assuming you can live without your phone for a week or so that is what it will run you.
As an added bonus, however, Apple will wipe all your data from the device when you send it in. For iPhone users sake, I hope that stock battery is very robust.