[hyung]

We've gone through the same problem. In our case, we wanted our game to resume exactly where the user left off (i.e. no splash screen).

Our solution was to use a pure black Default.png, and design our game to have very low upfront load times. On iPhone 3GS, our game takes 1-2 seconds to fade in from pure black.

This also fixed the problem we had where some users that preferred to flip the game upside down (landscape mode).