I would use XML to communicate with your server unless you are doing something special (Video/Audio or packaging your own data). Cocoa has built-in support for XML so it would speed up the development process.
There are other ways to communicate with the server. You could write your own protocol which would only be understood by your client (Maximum security but could be hard to maintain or bugs could be discovered). You could use someone else's framework (like JSON).
For more details about JSON, please see this link iPhone/iOS JSON parsing tutorial
You could try NSURLConnection. It is usually your best bet. It's the preferred method to access web resources. Be sure to check out NSURLConnection SSL HTTP Basic Auth to see how to use SSL. If your're debugging and your certificate is not quite trusted, check out: How to use NSURLConnection to connect with SSL for an untrusted cert?.
As for your Database question.
I personally would use a PHP Webserver that communicates directly with my Database because
1. I can change web hosting companies and my iOS app will only need to know the domain name (www.example.com/?username=abc&password=0000&uuid=000000&data=PackagedData)
2. I can upgrade my DB plan from FREE to something that can manage more connections (or the type of DB) and I just need to update the connection strings in my PHP Script (no need to update client iOS app)
Here are some scary reasons why you don't want direct communication with your database server
1. If you are storing sensitive non public data (usernames, documents, passwords, etc) then you're taking a HUGE risk. A clever hacker can reverse engineer your app and find the strings you used to connect to the DB and then gain access to your DB (without your knowledge). Possibly use the data or sell it!
- If you ever decide to choose a new DB server or if your hosting company decides to give you a new IP (or sub domain for your DB Server) then you will have to update ALL your clients immediately and you may need to send them Push notifications to inform them that your App will stop working unless they upgrade.