iPhone: No 3rd party apps allowed
Looks like Apple has decided to lock down the iPhone, and not allow 3rd party developers to put their own apps on the device - as confirmed in this article. Reminds me of the first Windows Mobile Smartphone, the Orange SPV, which was also locked down by Orange, which did not exactly increase its popularity in the developer community at the time... (Even worse, much of the criticism then went straight to Microsoft, although it was solely Orange's decision to introduce this security model. This time, in the case of the iPhone, though, it seems to be Apple who made that decision, so you know whom to blame ;-)
With Windows Mobile, most of the existing devices (sold be network operators) are open for 3rd party development - the worst you can get is a security prompt when you install/run an app that is not signed with the proper certificate. The solution for this (for commercial apps, e.g.) is to sign your app with a Mobile2Market certificate. (Yes, you have to pay for it, but that's the security model on Windows Mobile, because you have to give your consumers some way of determining who issued a certain app, such that they don't compromise their device by installing malware.)
Addendum: Richard Russell has some more comments on this topic in this blog entry.