Perhaps I am darft, but I can't figure out how? I have the 3G, and I have tried to figure out on my own how to add a bookmark to the icons on the Home pages? What I want to do is simply add a "space", for organisational reasons.
Interesting question; I just tried this by creating an empty black page on my website and adding it to my homescreen. You have to name it something however (I just named it "."), so there's a dot there, and it also puts the glossy button overlay over the black. So no, it isn't invisible like you're looking for.
The only way to do it is to jailbreak and fiddle around inside a bit; I have the same issue, I like keeping my home screen neat and tidy, and I also like keeping it looking like 1.0.x. Once you jailbreak, it's easy to keep an app on the home screen and have it totally hidden. If you're hacked, PM me for details, or if other people are interested, I can post here too.
Basically, I just hid an app launcher so I can keep my home screen looking just like 1.0.x, but still have quick access to all my apps 🙂