I haven't tried the iPhone yet, but if it's like the iPod you can use any 3-way mini-to-RCA cable, but the colors won't match.
In other words, if you buy the Apple cable then Yellow=Yellow, Red=Red, and White=White. If you buy some other brand the colors are mixed up, but it still works fine. Just move them around until you figure out what's what.
I point it out since the other cables are usually cheaper.