Yeah, it's a shame that iPhone OS doesn't currently support OpenVPN, which is arguably the best VPN solution out there, with lots of support on many platforms.
Also, since my cellphone carrier blocks traditionnal VPN ports on its plans (Orange France, I'm looking at you!), the current iPhone VPN clients are only working through wifi. Having OpenVPN support on the iPhone would allow me to get around that limitation (by setting the vpn on an open port).
I really hope Apple adds support for openvpn in iPhone OS 3.0. I can understand that getting a GUI for that on the phone might be a bit tricky (as there are many settings to consider, and certs to copy/paste), but at least to be able to configure it through the iPhone Configuration utility (as it is for 802.1x) might be enough.