Here are a few guidelines on when to use the alert box when designing an iPhone app.
I completely agree for the most part, however there is a case in one of my apps, where I display an AlertView when the user presses the “Logout” button. And I ask “Are you sure want to logout?” I’m still not entirely sure if I need this, but I realized accidental pressing it would piss of the user, since they’d have to enter all their credentials all over again. Just my 2 cents.