One shouldn't worry much about this. Apple stress-tests their CPUs incredibly well, at 100% multi-core load for probably weeks at a time. The thing is, electronics get warm. You're just feeling a bit of heat loss, which - at least on Earth in our current technological climate - is to be expected from a device carrying out 2.3 billion operations per second, times two, flawlessly in the palm of your hand. The nice thing is, Apple engineers, like all good engineers, work hard to ensure that 'unsafe' limits of temperature or power draw are never come close to in reasonable circumstances (from what I've seen most true CPU temperature limits are >=2x the normal operating temperatures), and fully prevented in unreasonable ones (the iPhone will shut itself off if it ever even comes close to getting 'too hot').
Smaller manufacturing processes are leading to, besides improved speed and efficiency, lower temperatures & heat loss as well. So this problem should, over the years, slowly shrink away. However, with the ridiculous clock speed bump of these new phones it makes sense the heat output might actually have jumped as well this generation. But holy **** I cannot wait to try them out because them speed gains should be crazy.