1) Connect your device with iTunes open;
2) Go the 'Summary' tab;
3) Look in the 'Options' section;
4) The first option should read 'Open iTunes when this iPhone is connected';
5) You will want to uncheck the box next to #4's text;
6) Eject and reconnect your iPhone.
Should be fine now.
And this would apply for other devices like iPods and iPads.