My favorite wallpapers are normally anime-style digital art with just a bit of fashion sprinkled in - like the ones below. The one on the right is my current one. The easiest way to get the wallpapers onto your phone is to open this blog on your phone's browser.
Two other ways I've found to download the pictures onto the iPhone are:
(1) Right-click to Copy the Image Location, i.e. the wallpaper's URL and then paste it into an email. Send the URL to your phone via text. I know for the AT&T iPhone, it's your phone number @txt.att.net - firstname.lastname@example.org
(2) Save the picture to your computer and attach the image to an email. Send it to your phone as a picture message. For the AT&T iPhone, email@example.com
If you want to know how to send an email to your phone, this site has all US carriers listed.
Please note that you have to click the pictures to get the full size: 320px x 480px
All pics via Wallcoo