I never seen to be able to remember the fonts available on the iPhone. Here's the code to print out all font families and font styles.

for (NSString *familyName in [UIFont familyNames]) {
    NSLog(@"%@, %@", familyName, [UIFont fontNamesForFamilyName:familyName]);
}

And here is the current result:

2010-05-17 17:38:05.931 fonts[20843:207] AppleGothic, (
    AppleGothic
)
2010-05-17 17:38:05.932 fonts[20843:207] Hiragino Kaku Gothic ProN, (
    "HiraKakuProN-W6",
    "HiraKakuProN-W3"
)
2010-05-17 17:38:05.932 fonts[20843:207] Arial Unicode MS, (
    ArialUnicodeMS
)
2010-05-17 17:38:05.932 fonts[20843:207] Heiti K, (
    "STHeitiK-Medium",
    "STHeitiK-Light"
)
2010-05-17 17:38:05.932 fonts[20843:207] DB LCD Temp, (
    DBLCDTempBlack
)
2010-05-17 17:38:05.932 fonts[20843:207] Helvetica, (
    "Helvetica-Oblique",
    "Helvetica-BoldOblique",
    Helvetica,
    "Helvetica-Bold"
)
2010-05-17 17:38:05.932 fonts[20843:207] Marker Felt, (
    "MarkerFelt-Thin"
)
2010-05-17 17:38:05.933 fonts[20843:207] Times New Roman, (
    TimesNewRomanPSMT,
    "TimesNewRomanPS-BoldMT",
    "TimesNewRomanPS-BoldItalicMT",
    "TimesNewRomanPS-ItalicMT"
)
2010-05-17 17:38:05.933 fonts[20843:207] Verdana, (
    "Verdana-Bold",
    "Verdana-BoldItalic",
    Verdana,
    "Verdana-Italic"
)
2010-05-17 17:38:05.933 fonts[20843:207] Georgia, (
    "Georgia-Bold",
    Georgia,
    "Georgia-BoldItalic",
    "Georgia-Italic"
)
2010-05-17 17:38:05.933 fonts[20843:207] Arial Rounded MT Bold, (
    ArialRoundedMTBold
)
2010-05-17 17:38:05.933 fonts[20843:207] Trebuchet MS, (
    "TrebuchetMS-Italic",
    TrebuchetMS,
    "Trebuchet-BoldItalic",
    "TrebuchetMS-Bold"
)
2010-05-17 17:38:05.933 fonts[20843:207] Heiti TC, (
    "STHeitiTC-Light",
    "STHeitiTC-Medium"
)
2010-05-17 17:38:05.933 fonts[20843:207] Geeza Pro, (
    "GeezaPro-Bold",
    GeezaPro
)
2010-05-17 17:38:05.934 fonts[20843:207] Courier, (
    Courier,
    "Courier-BoldOblique",
    "Courier-Oblique",
    "Courier-Bold"
)
2010-05-17 17:38:05.934 fonts[20843:207] Arial, (
    ArialMT,
    "Arial-BoldMT",
    "Arial-BoldItalicMT",
    "Arial-ItalicMT"
)
2010-05-17 17:38:05.934 fonts[20843:207] Heiti J, (
    "STHeitiJ-Medium",
    "STHeitiJ-Light"
)
2010-05-17 17:38:05.934 fonts[20843:207] Arial Hebrew, (
    ArialHebrew,
    "ArialHebrew-Bold"
)
2010-05-17 17:38:05.934 fonts[20843:207] Courier New, (
    "CourierNewPS-BoldMT",
    "CourierNewPS-ItalicMT",
    "CourierNewPS-BoldItalicMT",
    CourierNewPSMT
)
2010-05-17 17:38:05.934 fonts[20843:207] Zapfino, (
    Zapfino
)
2010-05-17 17:38:05.934 fonts[20843:207] American Typewriter, (
    AmericanTypewriter,
    "AmericanTypewriter-Bold"
)
2010-05-17 17:38:05.935 fonts[20843:207] Heiti SC, (
    "STHeitiSC-Medium",
    "STHeitiSC-Light"
)
2010-05-17 17:38:05.935 fonts[20843:207] Helvetica Neue, (
    HelveticaNeue,
    "HelveticaNeue-Bold"
)
2010-05-17 17:38:05.935 fonts[20843:207] Thonburi, (
    "Thonburi-Bold",
    Thonburi
)