New feature of iOS 4?
I think this a new feature of iOS 4, if not I have been missing out for a long time, as I have never heard about it.
In Safari, when you tap the "+" to add a bookmark, you can now add that bookmark to your home screen. It auto generates an icon for you based on what is on the screen at the time you make the bookmark. For example, if you zoom in on the website logo, then bookmark, the icon will be the logo. After making the bookmark, you can then give it a name.
Pretty slick way of opening frequently viewed web pages. I am devoting a home screen page to bookmarks.