To run apps on your device, just download them from the iTunes App store and sync them to your device. Your iPhone or iPod Touch will need to be running OS 2.0 or later. That's it.
To develop apps, you need an Intel Mac running the latest version of OS X 10.5. The iPhone SDK is a free download. That's all you need to develop iPhone apps. Done.
To develop apps and run them on your device, you need to enroll in Apple's iPhone developer program, which costs $99, and requires the ability to read and follow all the documented instructions (many many dozens of steps) extremely carefully. If you had to initially inquire about the subject in this forum, you competency level may be far too low to develop, install and run your own apps on a device.
To get you app into the App store, you need to get you app reviewed and approved by Apple. There are rules on how to do this in Apple's agreements, HIG, and other documentation on Apple's developer portal.
good luck.