Ok here a couple of things that might help you...
With regards to making the site compatibile with the iPhone, I would recommend that you use a stylesheet that can indentify the iPhone and then use a max width of 480px
Have a read of http://stackoverflow.com/questions/577315/reformat-a-simple-html-page-on-an-iphone which describes the easiest way to do it.. As the iPhone tries to be a little clever in that department...!
With regards to how to open a video / song in youtube and itunes app respectively then you shouldn't need to do anything more exciting than just adding the link to your site and Safari will work it out and open the app on the iPhone direclty....
Apple provide a useful "Link Maker" here http://ax.phobos.apple.com.edgesuite.net/WebObjects/MZStoreServices.woa/wa/itmsLinkMaker
Also apple developers site offer a very nice PDF describing the iPhone Safari version and how to handle things... http://developer.apple.com/safari/library/documentation/AppleApplications/Reference/SafariWebContent/SafariWebContent.pdf
I hope this helps...