So, i've been rearranging all the icons on my iphone now quite a bit, since i just got my phone, and i've been downloading apps like crazy. And obviously moving app icons around is painfully slow when you want to sort them into similarly group pages or something. So what I've been doing to make it easier is the following:
First, I moved most of the app icons off the first screen, except for maybe 6. Left the app store icon on this screen, though. So then i download say, 8 apps or so, and i've got a couple spaces leftover. They're not sorted yet, but I don't have the problem of them jumping to other screens prematurely.
So next, i hold my finger down to get 'em wiggling, and I move the 'phone, 'mail, 'safari and 'ipod app icons up onto the black portion of the page, and drag down four of the new apps onto the bar. then i flick quickly to the page i want to move it to, and drag the apps back up onto the page. Then I flick back to the first page and do it with the next four. and i keep moving 4 apps at a time onto and off of the bar in order to move them around more quickly.
Once they're all on their proper screen pages, i sort them individually from there. Much easier than dragging one icon at a time across 5+ pages over and over.