Although the iPhone SDK and Xcode make it extremely to just create an application there are still some things I prefer to do by hand.

Sketches (obviously):

Sketching is something that can be great when building yourself a game. It is also a much better approach then simply jumping in and working it all out in code. 

I personally like to do my math by hand. I don't mean that I don't like to take advantage of the calculator, I just mean sometimes its easier for me to think through an equation as I write it and this way I can also look directly at my sketch the whole time. Maybe even use the same piece of paper.