Yes, Goo Gone is the only true way to get out gum.
I would highly recommend that you spray it into a cloth or paper towel (folded to make it thicker) -- not too much -- and then slowly, with multiple coats, get out the gum.
Definately do not spray directly onto the iPhone. It looks like Windex or Mr. Clean, but there is something bizarrely slimy in Goo Gone!
I'm especially enthusiastic because today i got out a piece of gum on pants that I haven't worn for months because of the gum.
Hey I just got some gum directly in my iPhone data port. Did you ever find a good way to get the gum off the iPhone? Did you happen to get any gum in your data port?