How can I improve response from the iPhone 4 multi-touch display? When I touch the surface of my iPhone 4, it doesn't always register.

How does the display work? Heat? Charge? What can I do to make the phone register my touch better?
The iPhone has a Capacitive touchscreen so you need to touch with some conductive material. 

So the skin on you finger will for example work better than the nail and most gloves, pens etc will not work at all.