There's no confirmation other than some guy's word, but Macapper says third party native (Cocoa) iPhone apps are coming soon. Apparently, during one of the WWDC evening parties, an iPhone engineer responded, "Yeah. There will be" to the question of "are there going to be third party Cocoa apps on the iPhone." The iPhone engineer either didn't know or wouldn't reveal when the apps were coming, and neither does just about anybody else. We'll keep an eye on this rumor, just because it would probably fill in a lot of gaps that the iPhone currently has.
Update: A source tells us the rumor is pretty bogus.