I have a MacBook Pro and have worked with MacBooks a lot, and even though the iPhone is amazing, you should definitely go with the MacBook. It (obviously) has a bunch more power than the iPhone and it a beautiful (best out there) laptop. Personally, I prefer it over the MBP (because of the design).
I say this typing on my new black Macbook. Get the Mac! Set it up nicely and you'll realize what a great product it is. --- then later on, get the iPhone and see how great it runs on another Apple product.
The MacBook has everything on it. You're comparing a Cell Phone to a Computer. It's really hard to do that. The MacBook hands down owns the iPhone. It has tons more power, and you can download programs to it, like AIM. But, if you already have a computer, I would go with the iPhone.
What do you need a device to do for you? What computer are you using currently? If you have a good computer I would recommend the iPhone, I haven't cracked my macbook since June 29th. I would get an iMac first if you don't own one ;-) You could get a mini mac for the same price as an iPhone....