Designing a user interface for iPhone is totally different than designing for the web. Small screen, fixed width, users are on the move etc.
I’ve been designing a couple of iPhone apps recently and while doing so came across some useful techniques that I thought I would share for any designers who have still to move from web to iOS design. Good luck designing your mobile apps for iPhone!
If you’re designing for iPhone 4 you’re designing for a high-res retina screen. 2 pixel lines appear as 1 point when they’re shown on screen.
Setup your Photoshop grid so the minimum grid lines are split in 2 pixels.
Photoshop > Preferences > Guides, Grid & Slices
I set the gridline to every 20 pixels, and subdivisions to every 2 pixels.

Now ensure you have snap setup to snap to all, ensuring any objects you move will snap to the 2px grid.

Also ensure your shapes tool is setup to snap to pixels. This should keep everything nice and sharp.

Colours look different on different screens so you may want to adjust your colour settings also.
There’s a good article by bjango on how to setup colour preferences for iPhone in Photoshop.
If you’re a web designer you more than likely have a PSD template for designing a web site in Photoshop or a framework for marking it up in HTML/CSS.
Do the same for designing an iPhone app. Have the ‘static’ elements in place (e.g. status bar), a grid to work to and typical guide lines you might want to use (e.g. a guide line for the tab bar).
You may even want to have several elements to hand like buttons, text etc.

Save yourself some time and effort by using Teehan+Lax’s iPhone 4 GUI PSD retina display elements.
Even if you’re designing your own style of buttons, tab bars etc. these will come in very handy.

It’s impossible to get a good idea of how an iPhone interface will actually look on an iPhone when you’re designing on a monitor.
Thanks to Nicholas Zambetti, there’s a free app to help you live preview your UI on iPhone.

Apple have documentation on designing interfaces for iOS that you must read if you’re designing any iOS app.
There are a lot of enforced guidelines in here along with best practices for mobile devices.
Examples:
I’m sure there are a lot of seasoned designers out there who can share many more tips than me so please leave them in the comments below.
What are your experiences and have you any techniques you’d like to share?
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