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Well, how about going into Settings > Wallpaper? Then you pick another one from the supplied wallpaper images or from one of your stored photos.
 
What if I no longer want any wallpaper on home screen? How do I remove the current wallpaper and not choose a new one?
 
Well...

I have picked an image from the iPhone wallpaper collection to be the wallpaper background (the wallpaper shows up when unlocking the iPhone). If I decide not to have a wallpaper image any more and want to remove it altogether, what should I do?

Is it more specific at all? Thanks.
 
Sponge, hot water, and a broad (6") paint spatula. 1. If necessary, soften the paste underneath the paper with a sponge and hot water. 2. Scrape the paper off with a six-inch broad knife and remove as much of the residue as possible. 3. Rinse the walls with TSP or with a neutralizing solution of 1 cup white vinegar mixed in 1 gallon of water. ;)

Addendum: Damage incurred by water and knife are not covered by AppleCare.
 
Well...

I have picked an image from the iPhone wallpaper collection to be the wallpaper background (the wallpaper shows up when unlocking the iPhone). If I decide not to have a wallpaper image any more and want to remove it altogether, what should I do?

Is it more specific at all? Thanks.

Ok, I was confused because you said "home screen" which made me think you had a jailbroken phone, in which case more details were definitely necessary. but I get what you are saying now.

What do you mean by "no wallpaper"? Do you just want it to be black? If so, then do as Trajectory said and make a blank picture (just a solid black rectangle) and set that as your wallpaper. The default (i.e. when you get the phone what the wall paper is set to) is the picture of the earth. If that's what you mean then you can go into settings and find the pre-loaded wallpapers that way and set it.
 
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