sorry if this sends you on a wild-goose chase, i don't have an of those fancy i-devices myself (iphone, ipod, ipad) but i'm working on a project that does and those developers use http://www.charlesproxy.com/ and route their traffic through it to see request/response info. So, once you are sure the site works for regular browsers, perhaps hook that up to your iphone and see what is going on.
off the cuff - does jquery mobile detect the i-devices as mobile browsers or full web browsers? cfh

