Standalone (priciest): Navigon gets my recommendation.
Connection required (very inexpensive): MotionX
Fun, connection required (free!!): Waze
Waze is awesome, by the way. It uses crowd-sourcing, has free turn-by-turn voice guidance, and just received a complete rewrite with iOS 5 (it's very nice in my opinion). There's also a gaming component to it where you receive points. It is worth checking out at least, because it's FREE. However, it is not the most accurate always, it has to learn. The other two apps up there will get you where you need to go.