@miami_meiguoren,

I asked the same question as you did a while back, and I found that actually, there was no good way to type pinyin, with proper tone marks, on an iPhone, iPod touch, or iPad, at least not a way that lived up to the usability standards otherwise generally embodied by these devices. So, I set out to create an app to fill that gap. I call it Pinyin Typist, and it is now available on the App Store:

http://itunes.apple.com/app/pinyin-typist/id443069995?mt=8

Official web site: http://troubadourworks.com/pinyintypist/

Give it a try. I think you'll like it!