As the number of devices support by iOS grows, the list of icons needed when submitting an iPhone app grows. Here’s a list of the icons and the default filenames that you’ll need:
|512×512||Whatever||Used on app store|
|57×57||Icon.png||Default icon for pre-iPhone4 devices (non-retina displays)|
|114×114||Icon@2x.png||Icon for retina display devices|
|29×29||Icon-Small.png||Small icon for use on non-retina displays|
|58×58||Icon-Small@2x.png||Small icon for retina displays|
|50×50||Icon-Small-50.png||Icon displayed in search window|
Note that the default filenames can be overridden with the info.plist icon-files entry.
The official list is on the Apple developer site: Technical Q&A QA1686.
An easy way to create all of these icons is to start with a 512×512 image, and then export it in each of the smaller sizes. I’m a Photoshop user, so I use ‘Save for Web & Devices’ in the File menu, but just about any image editor should have the ability to do this.